I'd just like to mirror some responses in the thread... Paintball really isn't that expensive if you compare it to other hobbies/sport and how enjoyable it really is.
If you want a half decent set of kit, you're generally looking at about £500 start up cost (Second hand) and maybe double or triple that if you want to buy everything new. No matter how you look at it, £500-£1500 is a lot of money in anyone's books.
But after that, costs cut down. I mean £40 for a walk-on day with a box of paint is hardly a lot. Even if you do that twice a month, that's £80 which is generally less than a days wages.
I won't be the first to say that it is a lot less if you don't have as many financial responsibilities as the next man. Saying that, myself I don't have any as I'm only 16, and I cover all of my own costs for playing/travel/food and gear just by making a bit of spare cash in my own time.
Compared to some other sports/hobbies that I have done, and my friends do I'd have to say overall, including start up costs, paintball is by far the cheapest (apart from recreational golf). When I was about 12 I played Warhammer, and did fishing and archery. Which cost my parents a good few grand for just over a year of doing it, and now I look back on it I realise what a huge waste of money it was.
I also play golf, or I used to, and I am now starting to play again. Golf isn't all that expensive when you play it recreationally, even when you start up your not looking at more than a few hundred for a decent set of clubs, and it's really not that expensive to play 18 holes or go on the driving range with a few mates.
Coming back to the argument whether paintball is expensive or not, no, and that's coming from a 16 year old who doesn't work and pays for all his stuff himself with no financial backing from his parents etc. Sorry to sound like a bit of an arse, but it's the truth really.
If you wanna try an expensive sport, try any type of motor sport... Cor, then you'd be mortgaging the house.
Just my 2 pennies.