The set up is super simple - just add a few squirts of paint into a gallon size ziploc bag (we used fingerpaint for a more authentic experience). Make sure that you're using a good quality bag with thicker plastic and durable seals. I use duct tape to enforce the closure of the seals and the edges. Tape the bag to your table using blue painters tape so that it won't damage the surface. I also put a piece of white paper underneath our bag since our table is a dark color, just so that the paint would show up better.
Q-tips work great for "painting" on the bag. They're soft enough that you don't have to worry about them tearing the bag, but sturdy enough to push the paint around really well.
You can use mess free painting as a really great lesson in color mixing for toddlers or as fun letter/word writing practice for the older kids.
This kiddo will take any opportunity that he can get to climb up on the table, but I drew the line when he stood up and tried to finger paint with his toes! :)
We painted all day, and the only clean up was untaping the bag from the table - throw it away or save it in a safe place for another day. Gotta love zero messes!