My advice would be - don't do it.
Instead, buy a marker from a paintball retailer here and support the UK industry. Also, if you are sponsored or supported, your sponsors should be able to do you a deal.
If your bags get x-rayed and you get stopped at the airport, you will pay tax on the marker, which may well outweigh the saving you have made. Plus, there is the hassle of being stopped with a gun in your luggage, and explaining why you didn't declare it in the first place.
If you are intent on buying one from the USA, take Bolter's advice and take a jersey, magazine or even a DVD. Speaking of magazines, they can be hard to get hold of over here so buy one over there.
Finally, time your visit so it coincides with a big event, such as the World Cup in October. Otherwise, you'll spend most of your time looking for paintball stores in remote locations.
Hope this helps.