Paintballs - The Best Bang For Your Buck

Buying the right paintballs depends on several factors.  One important factor is what kind of paintball maker and barrel you use.   Another important consideration is the weather and temperture where you actually play paintball.  But you still need to consider some other factors. Some barrels work better with oily paintballs, while others perform better with dry, textured shells.  The trick is finding paintballs with the perfect thickness of shell.  Generally, more expensive balls are much more likely to be perfect as far as thickness and uniformity goes; you get what you pay for.  The higher grade, premium painballs are going to rarely break in your barrel, and will almost always break on contact, leaving a vibrant splatter of paint.  Here's a few brands we've tried....
Monster Balls - Some inaccuracy, don't always break, some curve balls. Sometimes you can buy these at Wal-Mart.
Stingers - Decent accuracy, decent all around cheap balls. Some curves. Don't always break on contact.
Stryker - Extremely thick shell. Rarely break on contact, never in barrel. Rarely curve.
Seconds - Depends on original paint, but usually expect some curves and odd breaks as well as dimpled balls.
Karnage - I think these are the all around best to use anytime - no breaks in barrel and don't curve.  That even goes for the recreational grade.

If you will be using the paintballs for rec-ball, again, quality is not quite as important, and you may want to go with the cheapest price for practice-only paintballs. However, if you will be using the paintballs for tournament play, quality matters a great deal. You want paintballs that will not break easily inside your gun or in transit.  At the same time, you do want paintballs that will break easily when they hit an opponent.  Also keep in mind the temperature/weather conditions of your tournament.  A lot of times, tournaments may have paintballs they want you to use and you have to get them from the place.  Otherwise, Karnage brand paintballs also have a 'winter formula' that's quite nice for colder play.