It depends on rhe game. If there is no rule about pyro kills then all bangs do is make a noise. If it's an indoor game then be careful about your choice of bangs, and if you're in a room when one pops in then keep your mouth openVery slightly off topic, but are flash bangs/thunder grenades useful in paintball?
If kills count then flashbangs / thermobarics will deal with the one guy round the corner who is holding you all back
Smoke has use, but only if you use it properly.
Generally rentals throw one basic smoke grenade in an open field and look at the tiny cloud, then someone else may throw a basic smoke .... Etc
To use the basic smokes properly throw enough into an area so the sum of them gives a decent cloud of smoke. Preferably not in the wide open because you then run into a cloud that everyone shoots into and suddenly the smoke clears
If there is decent shelter from wind then the smoke will hang, and even when it thins there will still be a haze
Consider your choices from smoke, buy lots of small ones, or a few big ones. Also ask the seller about different smokes - burst smoke blows the smoke out of the top and bottom, which puts half of the output in two directions helping some of the spread.
EG18s are bigger, generate more smoke, and also come in the EG18 and EG18X options. Both generate the same amount of smoke, but the EG18X gives a fast burst and quick thick cloud, the EG18 lasts longer and will spread out more over that time
You also have choice in colours of smoke. Due to science and stuff the colour does make a difference, the chemical configuration of a particular colour not only affects how pretty and how thick the cloud appears to be but it also affects how it burns and smokes
Ask the site / trader selling the pyro for advice and check the instructions. Don't feel like a fool for asking how to use it, feel like a dick for getting it wrong because you don't know how to use it
Some are set off by striker (twist away the top and gently strike the top of the cap on the fuse. Do it too firmly and the top of the fuse will just come away with the striker (like a match)
Some are set off with a ring pull. In America they tend to pull the ring pull up, and then burn their hand, in the uk we tend to pull sideways - and if you pull up then the ring pull will just come off to stop you burning your fingers
When you set off smoke wait for a moment to let the chemicals work and make sure the flame goes and the smoke begins
Don't be confused by 'cool burn' pyro. There is no such thing as cool burn, just not as hot as 'hot burn'. We are not keen on the term 'cool burn' here.
I am sponsored by Enola Gaye. There are other pyro brands but I prefer Enola Gaye & value their range. I am biased towards them, but that bias has been the result of my time in paintball and using various brands of pyro