Neck shots are nasty, infrequent but nasty.
Anywhere which hurts when you pinch it is going to sting like a motherf*cker when a ball hits you at 200mph. Inner arm, neck, inner thigh.
Finger shots hurt, I've seen broken fingers from bad dives and getting caught up in trigger guards. Worst we had on site once was a broken ankle.
Beyond that it's actually a fairly safe sport, injuries are less likely than rugby or football and statistically golf has more injuries per year than paintball. They also like to play with their balls........