I've never seen a Dwarf army that did well without ranged weaponry. Gunners, Quarrelers and War Machines are, IMHO, necessary to a well rounded Dwarf army. The Gyrocopter is a favorite, as it actually helps to ensure that the ranged abilities of the army get the opportunity to operate at max potential. Miners are always an excellent choice, simply due to their reserve ability and hitting power. The true theme of an army, and what will ultimately define the armies tactical plan, is set the moment the characters for the army are chosen. I've seen very cool and competitive lists using the Dwarf Lord, the Anvil/Runesmith, and simply using multiple Thanes and multiple Engineers with a Master Engineer.
I'm still not sure which setup I prefer...