I just started the game and picked the Musketeer class and have been enjoying myself so far (level 8) but I'm a bit disappointed about the fact that I can't really shoot very far. A musket has a range of 4 cells, but pistols, which are what I use, do more damage but have a range of 3 cells. I'm pretty disappointed about this considering how a long ranged class has to shoot from afar and is almost useless in melee range due to their low health. What saddens me even more is that Witchdoctors have spells which have infinite range and even do more damage than my own (which is why they're my sub-class). I have Sniper Shot which has infinite range, but you can still only use it once.

Does the Musketeers range improve further down the line?
Also, should I use long-range companions to snipe with me, or close-range companions to distract enemies?

Your range depends entirely on the type of weapon you chose. If you want long range, go with a rifle or find weapons or gear that offers the sniper power ( I believe this is one of the powers offered by the Clandestine Trainers ). I really recommend having one melee unit on your team, so if the fight gets to close quarters you have that ability.