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Srsly though, @ OP here,
There's that whole silly alignment bit if you want your pally to convert to Elistrae, but I'm not sure you're operating on a system with the usual 3.5 good/evil/law/chaos axis.
If you are, and want to convert, ask your DM about Paladin of Freedom in Unearthed Arcana.
If you're playing 4.0, I find myself wondering why elistrae is still alive, but otherwise don't forsee any such problems.
If you're playing with a system I'm less familier with (WHF, Gurps, and the like) I would only be able to guess at the decision and results being something to consider for RPing's stake, more than mechanics, and that if your pally is truely dissapointed with his current patron's methods, and believes in earnest that he might be both better served (ahem) and better able to do good on behalf of a diety of dancing about, then have at.
Besides, there's that bit about Pelor's references not checking out, and a little bit of background checking later....well....pic related.