With regard to the website you mention, I have never used them so cannot comment.

With regard to buying direct from the manufacturer as opposed to buying from a distributor, you need to evaluate each deal individually. From the items that I have been interested in, the price per item has been the same, however from a distributor you can usually find a deal with packaged items, clearances or free or lower priced shipping. 

For myself, my first two markers were purchased used through eBay. However everything else has been purchased through distributors in eBay. You need to shop around.

That you have experience with real firearms is good but not actually a plus. Although paintball markers are shooting a projectile under an expanding gas scenario, the physics of paintball and firearms are vastly different.

With regard to what type of marker to use will depend on several factors:

1) What style of play will you be involved in: woodsball, speedball or recball.

2) Are you looking for that milsim look or it doesn't matter.

3) Where you play and the air they use will make a big difference (don't buy a nitrous outfit if your field only has compressed air).

4) What features are important to you (such as rate of fire, balls per second, selective modes of fire, etc.).

5) Price point (what is your budget like).

Now you only mentioned the marker but a good mask is also important. Not just for the protection factor but degree of visibility as well. Some mask/goggles end up giving you tunnel vision, in that you can only see what is directly in front of you, requiring you to turn your head more for a greater degree of visibility.

Hope that helps as a starting point.