Mechanical guns are usually significantly cheaper than electronic markers and are readily available for those just getting started in paintball. They can usually run on either CO2 or compressed air and are very easy to setup and use without previous paintball experience. Also, many mechanical markers from different companies use the same size pieces so replacement parts are easily found.
Mechanical guns are typically not as fast, as accurate or as consistent as electronic guns. The exact amount of air that propels the paintball from the barrel varies from shot to shot and the speed of the ball can vary (usually by only a few fps, but this affects accuracy). Mechanical guns are usually louder than electronic guns and they must be cocked before they can be fired. Mechanical guns also typically need a higher air pressure in your tank to fire, so while an electronic gun might be able to fire with only 200 psi
of pressure, a mechanical gun often needs 600-800 psi to fire, thus you get fewer shots per tank of air.