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Slingers have a good range, fast rate of fire and they even slow down enemy units. Kinda weak against armored units (unless you hit them in the rear/back) and cavalry if they dont have a protection like a barricade or wall. Good against units without armor (like other ranged units or low tier levy units).
Javelin units have quite low ammunition, but a good rate of fire and really high damaged compared to other units. Best used against armored units. Due the low ammuniton, you have to use them properly (micro wise). Similar for the mounted variants (but at least they can be used as counter for enemy ranged units).
Archers have different types of ammunition. Fire arrows have bonus damage against cavalry and elephant units, plus they lower the enemy morale for 10 seconds. Weak against armored units. Longer reload time than "normal" arrows.
Normal arrows are the jack of all trades ammunition. Best against units without armor (they have a small amount of armor piercing damage, but it´s not the first choice if you face lots of armored units).
The third type (i dont know the english name for it) is the armor breaker. Good against armored units, but a waste against units without or low armor. Also longer reload time then normal arrows.
Crossbows have a lower rate of fire (compared to archers) but have a higher damage output than archers. Like the archers, have crossbows three different types of ammunition. In my personal experience, they are best used with normal or the armor piercing bolts (fire bolts seems quite useless on them).
Ranged units get butchered without any chance by ALL cavalry units. Even Scout-Equites can slay a whole unit of ranged units.
Ranged units are mostly a good support unit. Most archers have some special ability (like the Sagitarii with their focused shot, making more damage and increased precision). In general, you should try to shoot your enemy in the back. And mostly you just realise how good ranged units are, if you dont have any in your army...
I hope that you this wall of text helps you a bit.
It has been evolving ever since.
In Shogun 2, armor essentially just acted like additional unit health, so it helped lower the impact damage of charges and missiles, but did not actually block missiles. All missiles treated all armors the same, the difference being that some missiles, such as Matchlock bullets, dealt different damage levels than arrows. Matchlocks dealt enough damage that they nullified armor, for all intents and purposes.
In Rome 2, things changed. Armor now had different "types" that could be more or less effective against different attacks. Missiles and melee weapons now had an "AP" value that weighed on how they did against armor level and type. Shields were done differently than in past games as well, in terms of "block chance" against missiles, whereas before they essentially only absorbed missile damage.
In Attila, things evolved further. It's similar to Rome 2, but missiles could do varying amounts of damage on a hit based on a rng function, so sometimes even a lowly arrow can score a critical hit in damage. Shields are refined further and are treated as more of a distinct thing than simply being an hp buff, with different shield types.
Javelins tend to be more effective than arrows in Attila, shot per shot, because of their AP capabilities and the type of shields of many troops. As others have said, for missiles to be most effective, but especially arrows, you want shots coming from the rear. Also, the right hand side of a unit is "unshielded." These last two parts have been in TW games since STW, but in Attila it perhaps weighs more due to critical hit chances and the role unit formations play on shield effectiveness, missile block chance, etc.
Thrones of Britannia is similar to Attila, but missiles now have a small, critical hit chance to bypass armor and/or shield altogether.
It's also worth bearing in mind that whilst shields can stop javelins, arrows and sling bullets, ricochets can be very common, especially with sling bullets, they can angle off a shield and still retain tremendous amounts of kinetic energy, enough to take your mates eye out. Having a block chance kinda in a way simulates this a little bit along with morale stuff.
I long for the day when formations can have their own individual wounded soldiers with noticable effects and gaps in ranks that take a while to plug and men dragging other guys to the back etc. Seems unlikely we'll ever get that with the death of historical but one can hope.