On a PayPal transaction, I don't ship to an unconfirmed address. I have the following in my ads, no matter which site I'm listing on:
"If you purchase through PayPal, PLEASE be sure you have your current mailing address on your account. I only ship to confirmed addresses. I value your business. This is for your protection as well as my own."
Also, when I send an email acknowledging their order, I double-check to make sure the address on PayPal is where they wish the item sent. That extra little bit of courtesy is not wasted. I've had numerous 'Thanks for checking.' types of comments from the buyers. And a few -- 'Oh, I forgot to change my address on PayPal!' Then they will very often go into their account and make the change right away, giving me a heads-up that the item(s) can now be shipped.
I realize that many feel the Etsy address is the most current and go with that. But I personally prefer to use the address that has some sort of protection for me, which PayPal does. I've had to use that protection a couple of times in the distant past on rather expensive transactions (i.e. knitting machines & supplies), hence my reasoning behind only shipping to confirmed PayPal addresses. But it's to each his own, this is just my reasoning.
~ Marge ~