If your gonna have trouble with any of these, then you should keep on reading.  I've experienced all of these over the years and ill tell you, people might not thing paintballing is much, but it is!

Soooo...  your budget... you wanna set something that is, well, in your budget obviously, but how much is that?  You gotta figure how much you can get a month, then subtract all the other expenses you might have, and theres your little budget... now you can figure it out anyway but thats what i do.  So say your in the $100-$300 range and just starting out, but you want to hopefully really get in to the game like your buddies.  Theres a great company that I've used and been sponsored by in the past called Kingman.  they create the gun line called the spyder.  spyders range anywhere from 75- 600 and they have all different kinds of features, components and designs. Researching them first would be a good idea, especially if your leaning more towards the rec ball and x ball area.  Now if you wanna get down a dirty and not be afraid to crash your gun down in the dirt when ur playing hard core wood style army paintball in the forest, you should look at tippmann.  Tippmanns range from 100-500 and have a lot of cool add ons for you killers who want a army style hard core looking gun.  These guns are great to wreck around and play some more stealthy slower wood ball, but for rec or x ball, there not the best.  
       So, you got a bigger bank looking at 300-600 or 400-800 w/e... are you looking to spend a lot more time on the field getting more competitive and you want something thats gonna stun people when they see it and kick there a**'s with it.  There are quite a few companies to get this job done.  The 3 top companies I prefer and have used are Smart Parts, Dye, and Worr games.  All these companies have guns in that price range and trust me, there worth the price too.  Those are a definite research.  Now there are a few others... Matrix,  evil, PMI that are not always good.  Matrix was great until that basically handed everything over to Dye and they kind of died out and evil and PMI just plain suck now.  but hey, if they catch your eye, be my guest.... i just would not recommend evil or Pmi...
      Ok so now your looking at the big games, you got a few sponsors maybe... w/e but you wanna go for the big names and big guns.  Your looking anywhere from 700- 2000.  Theres a company i like and one i hate.  The one I like and recommend for big wallets or sponsor cash is Planet Eclipse.  They are a european company turned america and they put out the top gun on the market now, the EGO.   Its a world class gun thats all the way around perfect.  I would say its a definite buy but it ranges from 900-1700....  Thats some big bank right there and you gotta be DEDICATED to go for that.  Now, a high class company that i mentioned earlier that has some pretty expensive and not very reliable guns is smartparts again.  There shocker has been very successful selling its self and breaking down, and same with there nerve.   They took their original shocker and put some labels on it and made millions and now your paying big bank for the name and crap.  There other guns arent so bad and if they dropped the price on there higher end markers, they'd be looking good.  Another favorite that all of my friends use ( i tend to be different from them  :)  makes me cooler) is WDP and warped sports.  There a tag team group that makes the angel.  Angels have been around for a while and held there name up.  They have there downs but there nice...  you are paying for the name, so i usually dont go for them but you can get a pretty nice gun for a pretty nice penny.  Warped sportz takes WDPs angels and throws a fee custom touches and marks the price up another 200 bucks.  Angel holds the record for the fastest guns but thats where i come in.  I save money and the crap you have to deal with other companies, by making my own guns.  I dont necessarily build each part my self but i like a few companies and i have them build me out some custom stuff.  I enjoy custom guns cuz i get to put what parts i like in it and give it that personal touch, while saving a pretty penny, where as if i bought a gun with the same stuff from a big name Inc. i'd be paying well over 2k for a paintball gun... that doesnt seem right now does it...   Theres a company called FBM factory that does all my custom bodies and outside parts. I use other brand names for internals and a few other custom companies for certain parts they make that are personal preference and found by word only.   I pay about 1000 dollars and get a gun that will beat out anyone elses in any catagory...  Why?  Cuz its all yours.  The right research and the right parts will get you the best performance.  Start though by reading reviews about parts and PBreview.com.    Also look at guns while your there and get peoples personal preference. 

So take this in,  Just like me, you may have thought paintballing isnt much, but its big and costly but if you want to have fun and do an extreme sport or just get some anger out, PLAY PAINTBALL!!!!!!!!!!!!!!!!!!!!!!!