Hm... Good question.
Well, there are the archived Blue King comics you could turn to, they feature Horus's take as an "amnesiac" Kheldian. He doesn't realize he's a Kheldian until the middle of the Blue King run, and up to the point he does, he thinks it's his technology doing everything.
There's also reading Shadowstar and Sunstorm's dialogue for a take on "fully merged" Kheldians. They have accepted their roles as Peacebringers and Warshades, and what the human thinks, the Kheldian apparently thinks as well. For a few of the arcs, Shadowstar seems to have a slight schism with her (former) Nictus half, but the Kheldian also shows compassion for her needs, and allows certain missions to be carried out at her behest anyway.
I prefer to run with a "schism merging" myself. The human serves as a host, but the Kheldian is also a separate entity that converses infrequently (or frequently, depending on how you want to run it) with the human. They don't necessarily always agree (Warshades being former Nictus, they're probably quicker to "kill enemies" than a human who wishes to "apprehend criminals"), but they do tend to work toward the same goals.
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Look at that. A full-grown woman pulling off pigtails. Her crazy is off the charts.
Taking my cue from the Tok'ra on Stargate: SG-1, I roleplay my Peacebringer as two seperate entities: the host and the Kheldian symbiote. My human host's personality hasn't changed at all. The Kheldian can take direct control of the host to act or speak (my Kheldian generally only communicates with her host) and has a 'second sight' over all body function and senses. My human host is a pacifist, so in combat the Kheldian takes over completely.
Not sure if this helps or not, but it's how I handle them.
It really depends. SunStorm is portrayed as a perfect meld, neither host nor symbiont exists as a distinct personality. Instead a new entity with parts of both was formed during that merge. Other Khelds have less uniform mergers. I think MoonFire refers to herself as "We" a couple times.
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Well, none that I *know* of. I tend to think that - other than forced Nictus conversions - they're going to be a lot like roommates. They'll get along better if their personalities are somewhat similar.
I don't think the joining would be any different for a Peacebringer or a Warshade. It would all depend on the individuals.
I look at it as something akin to the Trill of the Star Trek milieu. The symbiote uses the host as a physical vehicle, and in return grants the host access to all the symbiote's abilities. Because it a merging of minds as well as physical/energy states, you can have everything from 'two personas in one body' to a new entity that incorporates both of the originals.
In some of the story arcs you meet with humans who have been 'split' from their Kheld symbiotes, and they do feel as if they're incomplete, like part of their 'selves' were missing.
My Peacebringer is rather unorthodox, in that she's RP'd as the merging happening during a nasty industrial accident - the host was destroyed/recreated at a quantum level, and the Kheld consciousness was virtually obliterated, eventually 'regrowing' within the host subconscious over the course of six years.
The Warshade is much simpler. Original host/Nictus pair had a change of heart, turned state's evidence against the group they were allied with (Council), and ended up getting fatally wounded during the deposition. The Nictus reached out to the only other human in the room, an injured court reporter, to become the new host, and rather than make it a temporary arrangement, she welcomed it, becoming a true Warshade in the process.
"City of Heroes. April 27, 2004 - August 31, 2012. Obliterated not with a weapon of mass destruction, not by an all-powerful supervillain... but by a cold-hearted and cowardly corporate suck-up."
Thanks all.
If I interpret the replies correctly, I can pretty much rationalize any way I want to do it. Is that right?
My first short story (detective fiction) came out in Jan-2012. Other stories and books to follow, I hope. Because of "real writing". COH was a big part of that happening.
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Thanks all.
If I interpret the replies correctly, I can pretty much rationalize any way I want to do it. Is that right?
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Yup!!! It's your character. 
As much as I like to harangue the devs about the dearth of canonized back story, one of the reasons they've kept it sparse is to allow the players as much freedom as they like in defining just how their characters fit into Paragon City.
There's no "official" answer to your question, so play it however it feels best to you.
this is a question that has bugged me a while, at first i did think it was like said before, human still has control and their personality, but the kheld swims around in their head making comments...
or one theory i went with my peacebringer is the kheld and human are the same person, and keep their memories, but they feel like they've become a new better person; higher up on the karma ladder or so.
Very nice PB and WS backstory. I hope you're a story writer. Your court reporter and nictus fusion sounds like a great Hollywood hero origin.
In RP threads I've seen it done both ways, the game lore isn't specific on much at all regarding Kheldians so players are free to make up more or less what they want. In the end, it comes down to how you want to do it really.
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Is there any established idea for how a person's personality might change after merging with a Kheldian?
I'm thinking about a woman that sort of half falls for a Hero, then becomes a Peacbringer years later. Would the joining affect her emotional state at all? Would it be different if she were a Warshade?
My first short story (detective fiction) came out in Jan-2012. Other stories and books to follow, I hope. Because of "real writing". COH was a big part of that happening.