If your local field does not provide full-face protection, you are advised to play elsewhere. Normally in cold water, and some brands will even brush off once they have dried. The paint is designed to be easy to see, and easy to remove, and are essentially just vegetable based dyes in a coloured gelatin shell. This varies widely. If you wish to play socially, it might be wise to phone around and see who offers the best deal.
Tournament paintball tends to also vary widely, depending on the kind of event.
However, tournament paintballers are allowed to bring their own paint, which can be bought in bulk from a supplier, or from overseas, and this can considerably lessen the cost of play. As a good example, a paintball field may offer paint at 15c per paintball, whereas a tournament player may be able to get paint for 8-10c per paintball. Given the quantities of paint used in a tournament, however, it may still be an expensive event. In a social game, you may be looking at purchasing paint in 100 round lots. Many people will need no more than one of these.