I usually carpool with 5+ people, so what we do is keep all of our paintball stuff in a giant plastic bin with dividers. Add a combo lock so people don't just reach in, and you're set. Fully loaded it can weigh from 30-80lbs depending on how many people are there. Good luck stealing that.
But putting paint in it too would be insane. After a few months, I realized people would steal like a bag and a half a day from me. I had no way to tell who took it, because I was using Menace, which pretty much everyone at the field was using. Now, I spend a bit extra and get an oddly colored paintball type (Usually neon pink or paintballs with some sort of graphic on them, like evil) and keep tabs on what paint everyone is using. I caught a few people with atleast a bag's worth of my paint once. I didn't confront them until after the next round, where they... Lets just say they got a good look at the paint flying at them.