I think most "missiles" are the result of something else than a ranged weapon, so it's way trickier to get them working when you want, and even worse for specific targetting.
If I'm not mistaken, there are also ranged weapons for mages (depending on the race, like dwarve's staves) that can shoot specialized ammo.
I never really went into mages (yet), so I'm no expert at it, but that's what I understood from them.
@Prats: The 'pets' section of the dwarves cover this pretty well, but here are a few.
* Cats: search for "vermin" in the page.
Frill lizards are cheap, leatherwing bats can give free leather by shearing them, moleweasels are twice as fast, so they can be better at finding hidden units. Plump helmets are closer to cats in that they also have an annoying part to them (cats addopt, plump helmets are a bit different).
* Hens/Turkey: search for "egg".
Genie and boulder crabs are special cases (flux stone and random items as eggs), but any other egg laying is basically a poultry.
Again, the manual covers this pretty well, telling you what can be milked, sheared, what hunts vermin, what lays eggs...
The names change, the animals are a bit different, but there are the same basic functions for each race.