According to Lauren Faust's tweet, yes they were always alicorns. But things have changed quite a bit since she's gone. The show will probably stick with what she originally had planned, but after that Twilight coronation and until they confirm one way or another in show, I'm gonna have fun with this.
My headcannon is that Celestia was created by Fausticorn to help with the sun, moon and stars. Fausticorn then went out and created all the ponies all over Equestria. She then went on back to the place she called home, Earth. As Tia got older, she found it harder and harder to raise the sun and moon. So she decided to find a helper of her own. All the unicorns who tried to raise the moon did not succeed, and Celestia was left alone. She then went to work to copy Fausticorn's work. She made herself a sister. The pony of the moon, Luna.
I thought that the most popular idea was Celestia and Luna to be born as alicorns and live long because they are connected to Celestia bodies.
The theory that they assented was not popular one until season 3 finale where Twilight assented.
Also there is a risk that they will make Twilight and Cadance mortal alicorns who live 100 years and Celestia and Luna will be immortal ones what live thousands of years, something I do not like because it make Cadance and Twilight inferiors. ( I like to think that Cadance was ruler of Crystal Empire until Sombra banished her, because crystal pony said that crystal princess has returned, and the whole Cadance look like a filly when she foal-sit Twilight, I would blame on age changing spell, Trixie did it with easy, so why not Cadance ).
Oooh, we're getting into some glorious headcanon here. I love theorizing and debating about ponies, so long as no takes it too seriously.
You're right, the idea of them having always been alicorns was and still is the most popular theory, supported by a tweet from Lauren Faust. However, aside from "Paradise," I seem to see more work (both art and fics) of them as a unicorn and pegasus, from both before and especially after Season 3. So, a theory I see a lot is that because Cel and Luna are naturally born alicorns, they're "true" alicorns, and that's why they live longer than the pegasus (Cadance) and unicorn (Twi) who got made into alicorns. So the two "artificial" alicorns aren't as powerful and won't live as long.
I'm right there with ya on not liking that too much, though for different reasons. I like to think that, in the grand scheme of things, they're just too young to have the flowy manes and extra height. We've seen Luna with regular hair because she had been weakened, so I see no reason why the two new alicorns just haven't come into all their power yet. As for Cadance, I don't see why her being young is that much of a problem. She got alicorned when she was young, so she continues to age normally until she's an adult. It'd suck to be stuck as a kid for all eternity (like in Interview with a Vampire). She could be some descendant of the original rulers, though not likely if we consider the story in that book to be canon. More likely, rather than being a blood descendant, she might be more of a spiritual successor or incarnation or something along those lines. Or it might as simple as she just might happen to look like the previous Crystal Princess. Who knows.
Long theories are long... my bad for wall of text. Like I said, I love talking pony theory. All of the analytical fun, none of the seriousness of real problems.