For full effect, the paintballs should be frozen... Even better - crank up the psi when they're frozen...

I know of a reporter in Salt Lake City, Utah took a hit to the hand with a frozen paintball during a public demonstration that got out of hand - and it had quite a devastating effect. (Salt Lake City, Salt Lake County and the Utah Highway Patrol use paintballs as a way of marking demonstrators for later arrest - and have paintballs filled with pepper juice - nasty stuff).