If you can afford the initial investment for a good gun in paintball, or get a couple of really good deals from family like I did, Paintball is actually pretty cheap. Lots of fields provide you with Co2, and if you split the cost of a case of paint with a guy or two, it only ends up being like $25 bucks to play all day.
Of course, this is for Woodsball. Speedball is gonna cost a little more for paint as you are naturally gonna use more. I recommend Woodsball as you can use more tactics and troop movements, which adds to the experience.