There's really no "all in one" toolkit you can go pick up at the local store for your paintball needs. Mine's pretty extensive, as I've been playing paintball and the equipment that makes it possible for about 7 years, but I'm never found at the field without a minimum of the following:
Metric and Standard allen keys (two sets of each, as the small one's have a tendency to dissapear without trace whenever they get within ten feet of a chrono station, or lent out to anyone)
Mutli-bit screwdriver
Rags
Oil (ACI Airlub and Gold Cup currently)
Grease (White lithium and cinnamon butter currently)
Assorted o-rings (bulk bottle o-rings, rebuild kit orings, assorted hardware store o-rings)
Miniature screwdriver kit
Macroline and braided hose
Autococker LP tubing
Assorted screws (bottomline screws, grip screws, marker-specific screws, custom cut screws that i've made myself for various purposes, set screws)
Pliars (standard and needle nose, also miniature needle nose and long nose pliars)
Vice grips
Springs (trigger springs of all kinds, valve springs of all kinds, spyder and 'cocker main springs)
Adjustable wrench (spanner, as you guys say). Two is better than one, in case you need to hold something with one and turn with another.
Dental pick
Q-tips (cotton swabs, in case that's not a recognized brand where you're from)
Pull through and straight shot squeegees
Mousepad (usefull for stuck barrels and tanks, helps one to grip and turn)
Soldering iron and solder (the Cold-Heat is cool, as it runs on batteries, but not quite as good as a plug-in iron)
9 volt battery clips and hookup wire (26 and 24 guage are good)
Heat shrink tubing & electrical tape
Assorted board connectors (Molex and generic connectors for board connections, should one break).
Batteries, 9 volts and AA's (AA's for my HALO B and soldering iron, 9 volts for everything else)
Pin punch (useful for trigger pins mostly)
Various bolts and marker parts (only really useful if you've previously run a marker graveyard like I have)
Air fittings
Loc-tite blue and red (or their generic equivalent)
Duct tape
That's about all I can think of off the top of m head, but my toolbox is a marker parts junkyard, and I'm sure I've got more crap in there that I don't even know about
If you get about half of what's on that list, it'll be enough to get you started, but like Mario said, it's a personal thing that you'll build over time.