If you're asking which type of play is better, woodsball vs. speedball, that's really an opinion thing. I've played both, and I like woodsball better for the strategy and team size difference, not to mention all the cool scenario options. You can't do a helicopter insertion, be a door gunner or operate a tank in speedball. However, nothing beats speedball for fast-pace, adrenaline crazed action, and throwing tons of paint. Try both and decide.
If you're asking which BRANDS of paintball are best, any good quality paint will run you $35-65 a case or more, depending on where you live and where you buy. Some good brands include RPS, PMI, Nelson,Draxxus, Diablo, Fuego, and ZAP.
Most important thing is to find a good quality paint that matches the bore diameter of your barrel, so you get the best distance/accuracy. Go here to see reviews of paintballs:
http://www.pbreview.com