I've been taking Paxil for postpartum depression with a tendency towards depression anyway. I've also been taking Atavan (previously Xanax) for anxiety. My psychiatrist said that YES it can be addictive. If you were to simply stop taking it, you'd have stomach upset, diarrhea, nausea, headaches, body aches, lack of appetite, etc. All signs of withdrawal if you go off of it cold turkey. It's better to wean off of it. If you're at 30 mg, reduce to 20 for a couple of weeks, then to 10 mg, then to 5 mg. When you get to 5 mg, take it only every other day for a while until you just stop taking it.
For me, I went 5 days without it cold turkey because of a mixup between the office and the pharmacy. I was a wreck. So if I ever do go off of it, it'll be gradually. But honestly? It's working for me. It's controlling the anxiety and depression and doing what it's supposed to do. The fact that my body is addicted to it is secondary because I still need it for my depression and other symptoms of OCD, anxiety, etc.
It takes about 4-6 weeks for medications like these to get out of your system, which is part of the reason why weaning is the best route. If I were to go off of Paxil, I would consider switching to Wellbutrin, which is safe to take while pregnant and nursing.