By default the switch to auto-select cheapest shipping should bypass the shipipng page, and if there are no coupon or gift certificate options activated in the store, then the payment page will also be bypassed, thus allowing the customer to come back from paypal and go directly to the confirmation screen ... and when they click Confirm, the payment gets collected and the order is stored.

You can disable the auto-select-cheapest shipping by changing the setting in the Express Checkout module.
You can turn off all coupon and gift-certificate support by removing those modules from Admin->Modules->Order Total.

http://www.zen-cart.com/forum/showthread.php?t=54630