Palace have now made it two wins from two but once again had to come from behind.
Southend were slightly the better side in the first 45 minutes with Freddy Eastwood and Mark Gower missing useful chances before Eastwood collected his 51st goal for the Shrimpers a minute before the break.
Eastwood started the move that led to the goal before the Southend hitman placed a tidy pass to Gower and then moved into space for the return to finish with a low shot past Palace keeper Gabor Kiraly.
Not an impressive 45 minutes for Taylor's lads but it all changed after the break.
Within six minutes Mark Kennedy's inch-perfect corner was met by home debutant Leon Cort who powered a downward header past Darryl Flahavan.
A further two minutes and substitute Dougie Freedman fired Palace in front.
Kiraly's clearance was flicked on by James Scowcroft and Freedman raced through alone before chipping the Southend keeper from 15 yards.
On 61 minutes Mark Hudson killed it off with a superb header again from Kennedy's corner from the right side.
A Kennedy free-kick set up Hudson again but this time Flahavan saved, while at the other end Southend's best effort came from Jamal Campbell-Ryce who curled his shot just wide of the upright.