The only scenario that I can think of where the supposed drawback of Undiscovered Paradise could cause some awkward timing issues is if you're planning to play and activate Cephalid Coliseum on the succeeding turn. Otherwise, saving up on self-inflicted damage sounds like a more sensible choice.
As a corner case, it might also be worth noting that Tarnished Citadel will be the more reliable option in the games where we're forced to hard-cast our otherwise free creatures because of the effects of GY hate (it's a good thing that it's also able to create colorless mana without dealing pain).
Cheers,
jares
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