The difference between a good gun and a shoddy gun often comes down to how well it was built. Typically, the engineering in a mass-marketed paintball gun is sound, but the factory that built the gun, especially for lower-end guns, might have been less concerned with precision and more concerned with cost. After shooting countless paintball guns I have found a few things that are usually indicative of a well-made gun.
1. When you hold a gun it should feel stable with no wobble.
2. When you fire you shouldn’t feel any side to side vibrations, only forward and back.
3. When you disassemble a gun it should easily go back together and feel just the same as it was before.
Since most problems arise out of faulty implementation and not faulty design, a gun that seems to wiggle just a little often wasn’t milled quite right. Some milling errors will affect performance while others won’t, though a gun with a lot of “give” often will not work very long before it has some problems. But, if you shoot a gun and it seems to jump sideways in your hand, you should definitely look into replacing it if it is still under warranty. Any side to side movement is indicative of unbalanced internals. While guns that have some side-to-side play might shoot fine, the hammer or valve is often rubbing against the inside of the gun and they will probably wear out o-rings faster than normal and can have many problems with time. Finally, if you take apart a gun and it doesn’t slide right back together, there might have been a problem with milling. While this might simply be a cosmetic error, if the natural position of two pieces is misaligned, you might have some larger problems down the road.
A general rule of thumb is that higher-end guns require higher milling tolerances, so you should have fewer problems. With cheaper guns, though, despite most guns performing according to expectation, some poorly made ones will slip through.

