People often ask me which is better for a hunter, guns, bows, or crossbows. I always say Yes. They are all pretty much the same. It just depends on the weapon itself. If you find a better gun, use guns. If you get a new bow that's more powerful, switch to using bows. A good hunter will train for weapon skills for all three and get an ammo pouch and quiver to switch off when they need to. Just keep the extra in the bank.
When you get a new weapon, just train the skill, put the appropriate ammo bag on, and use it. If you use guns all your life, and suddenly get an awesome bow, switch to bow skills. Go fight some low level enemies and get your skill up. You can get an unused weapon skill up very quickly. You can train for all weapons and get all weapon skills maxed out if you want to. So don't feel like you have to choose between guns and bows or anything like that.
There are a couple differences depending on your character. If you happen to be a troll, your racials boost your bow skill by 5%. If you're a dwarf, you have increased gun skill by 5%. As for other hunters, there is really no advantage one way or the other.
If you're an engineer, guns are much better to focus on. Engineers can make their own ammo, which is more powerful than normal bullets or arrows. They can also make this in the field so they won't run out. Engineers also can learn to make their own guns, which tend to be far superior to ranged weapons they will find around the world.
Engineers can also make scopes for guns or bows, which will boost their power. I highly recommend engineering for hunters as they can not only make weapons, but they get lots of other skills that lend themselves to hunters.