I have a number of shipping rules based on Country, and some on State/Province as well.
If I load my shopping cart and avoid using the PayPal Express button, but choose the Checkout option instead, it takes me (correctly) to the payment and shipping screen. This shows all the shipping options that are correct for my Country and State/Province. If I then select my shipping and select PayPal as a payment method, it bounces me (correctly) to PayPal for verification. However, when it bounces me back to my site, I'm asked for shipping details again. Okay, that's not so much of a problem although it is a bit annoying. The problem is that this version of the shipping options does not respect the State/Province settings on the shipping, so will show all shipping options for the Country but will not filter out shipping options for other States/Provinces that I do not reside in.
I know it's not a very high priority but thought you'd want to know about the bug.