I'd rate it about a 3 or 4. They do sting, but not too badly (unless they're using friggen' Monsterballs, those are like rocks! Fortunately many places have banned them and taken them off their shelves). Oddly, it hurts more if a paintball bounces off you than if it breaks, but still not that much. Also, when you're playing and your adrenaline is pumping, you hardly feel it. A lot of new players go through something similar to the placebo effect; they think it's going to hurt, so it hurts. However, if you actually get up, forget you fear, and play aggressively and intensely, your adrenaline will kick in and you'll hardly feel it. Hell, when I play pump, I play so aggressively and intensely that I don't even wear a shirt because I tend to have so much adrenaline pumping through me that being shirtless is the only way I'll know if I'm hit, haha. When I don't play pump, I usually have BDUs in the woods and paintball pants and an old hockey jersey on a speedball field. The only times it ever hurts me is when I get hit on the dome or on my hands when I don't wear gloves.
And don't believe the people who say it hurts like hell to get hit by a frozen paintball. That's just a myth. They only think that because they saw a stupid video on Youtube or their friend told them that. Paintballs are not made of water and therefore, can NOT freeze. They are made of a substance similar to vegetable oil and gelatin. If you put either of those in a freezer, you'll see that they won't freeze. Actually, attempting to freeze a paintball will make them more fragile, not less. They become so fragile that the bolt of the paintball gun itself will break the paintball and cover the breech and barrel in a nice coat of goo, doing more harm to the shooter than to the target. In all honesty, I'd rather get hit by a frozen paintball than a room temperature one.
It depends on the velocity of the gun. higher velocity will hurt more but after a few shots you get used to it and it just stings for a minute. if you put paintballs in your freezer and shoot someone and hit them...it will hurt ALOT! and leave a bruise like no other.