What kind of sight are you considering? I'm currently using a quick aim red/green LED sight. Something that I can quickly bring up and line up my shot without having to seriously concentrate on where the shot is going to go. Like they said, the first shot tells you pretty much where the rest are going to end up.
If you're thinking about a scope, well they only way I think any scope is worth buy is if you plan to use it, not to aim with, but to look deep down the field. Since paintballs tend to be inaccurate, it makes no point in using one for the purpose that it was intended, mainly, long distance shooting.
But hey, whatever works for you.