Sean,
This is a tough question as there are so many combos of meds and looking specifically @ "Paxil to Zoloft without tapering" is really limiting the field.
When switching ADs within the same class (like one SSRI to another), you can usually just jump from one to the equivalent dose of another. When switching classes, to a TCA or MAOI, it becomes more important to have a "washout" period.
Even when switching within the same class, though, sometimes your doctor will want to ease down on one while easing up on the other. It's just a matter of personal tolerances and medical advice.
In any event, the most effective strategy is going to be one that both you and your doctor feel comfortable with.