Y'know, the Light Rail has a stop at Apache & McClintock.. Just a block from Tempe Paintball. You don't need cammies to play there, and using a duffle bag will not cause any concern about your gear.
The train runs until 1am or later on Fridays.
$3.50 round-trip from as far away as Glendale and 19th ave. Get the $3.50 all-day pass and you can use the busses too.
(Posted for ride-challenged folks like Jellybean, etc,)