I recently bought my son some of those sponges that are on a stick (I think they're intended to be used for stenciling on your walls?) . I thought they looked like fun to paint with and they cost less than 50 cents a piece. I thought I'd give some ideas of different things I have used in the past instead of a paint brush.
yarn or string
Also, you can do different types of paint: tempra, watercolors, poster paints. You can add glitter, sand, dirt to add texture. You can add flour or starch to thicken the paint. You can add corn syrup to make it shiny. You can add a little water to make it more liquid.
There are so many options for painting!! Get creative and enjoy!