I was stationed in Aviano from 99-02. I started the first Italian Paintball field with an Italian national and wrote and article about it for APG in their March 2002 Issue. The website for the field (Which may be under new management and seems to have expanded greatly since I left) is www.paintballsports.it
As far as your gear goes, just have it wrapped in with your household goods, it's not like they go throught it all when it gets there. Don't keep it in the dorms, they used to have an issue with that and don't use it outside of a registered field... the carabinieri have ZERO issue with pumping you full of uzi bullets if they are made to feel uncomfortable. N2 tanks can be filled at dive shops though you may have to make your own adapter.
Any other questions, i'll try to help. Just PM me