National Retailers
National retailers such as Wal-Mart and Dick's Sporting Goods typically carry a small assortment of paintball equipment in stock.Pros
These stores typically have their equipment in stock and you can easily find, buy and shoot. The stores usually have a pretty good warranty/return policy, so if you have a problem it's usually pretty easy to correct it. Since these sellers don't need to make as much money on each sale, you can often get pretty good deals on what you buy.
Cons
The selection is usually very limited as these stores focus on the beginning player - you will almost never find anything above an intermediate-level gun and mid-grade paint. If you plan on buying from a national chain, make sure you do your research at home before you come since the staff rarely can answer more than the most cursory questions.
Specialty Stores
Most cities have at least one store that is either solely geared at the paintball player or has a dedicated paintball department and staff.Pros
If you want to hold and shoot a gun before you buy it, you'll have to head to a specialty store. In addition to a knowledgeable staff, you'll probably also have access to accessories, upgrades and a pro-shop that can work on your gun for you. Specialty stores usually go through lots of paint so you can always find a fresh batch and they often provide CO2 and compressed air fills.
Cons
Paintball is still a niche sport with a smaller following than many other sports - a dedicated staff with few customers results in higher prices. Specialty stores also almost always have a significant restocking fee for returned merchandise. Many paintball stores are only open a few days a week.
Online Stores
Online stores ranging from small, one-man operations to major corporations are constantly vying for your paintball dollar.Pros
Online shopping allows you to shop 24-hours a day from the comfort of your home. Online stores give you access to customer reviews, large selections and competitive pricing.
Cons
With no staff to talk to, you never really know what you are going to get. Returns are difficult to make with some companies charging large restocking fees and mistakes are hard to correct - some online companies have lousy customer service and are not overly concerned with getting your order right. Shipping, especially with paintballs, can really get pricey.
Buy Used
You can always buy your equipment used, but be sure you know what you're getting into before you buy.

