Am I correct that if I am flying to Nice through CDG, I will show only my passport at CDG and then go through customs at my end destination?
That would be correct, clear Schengen Immigration when you land at CDG, and clear EU customs when you get your luggage in Nice.
Lynn -- you are right, though I would point out that clearing border controls, in particular at CDG, is the process that tends to be time-consuming, especially if you're arriving in the morning bank of flights from North America. Customs will be a walk-through unless you have something to declare (which you almost certainly not).