Bring the rice and water to a boil in a saucepan over high heat. Reduce heat to medium-low, cover, and simmer until the rice is tender, and the liquid has been absorbed, 20 to 25 minutes. Set aside.
Preheat oven to 375 degrees F (190 degrees C). Grease a 2-quart baking dish.
Melt butter in a large saucepan, and cook the onion and celery over medium heat until tender, about 10 minutes, stirring occasionally. Whisk in the flour, salt, and curry powder until smooth; let cook for a minute or two. Gradually whisk in the milk, and bring almost to a boil, whisking constantly until thickened, about 5 minutes. Remove from heat, and stir in sugar, lemon juice, and 1/2 cup of Cheddar cheese; whisk until the cheese melts and the sauce is smooth.
Spread the cooked rice out into the prepared baking dish, and top with the cooked shrimp in an even layer. Cover the shrimp with the cheese sauce; push the tines of a fork all over the casserole between the shrimp to allow the sauce to soak into the rice. Top the casserole with the remaining Cheddar cheese, and garnish with paprika.
Bake in the preheated oven until bubbly and browned, about 30 minutes.