i've also heard the tip to use double-stacked UV filters.
but my K100D + sigma 70-300 is only protected by 1 UV filter on the front and wrapped in a plastic bag with a hole made for the front to fit through. neoprene sleeves aren't an option since the sigma extends and rotates when zooming & focusing.
my equipment hasn't been hit, so i'm not sure what damage the impact of a paintball may cause to the internals of the lens & camera. imo there's not much to worry about getting shot in the front of the lens, since you'll have to be shooting directly at a guy who's firing paint directly at you.
best tip is to play/watch a bit of paintball yourself so you can pre-empt the players moves. helps you to get some great photos and stay out of possible lines of fire.
some paintball photos to share, if it's alright:
one from outside the protective netting, image quality is severely compromised.. i'd go with 2 UV filters and take my chance with flare: