No Wood Elves don't have any characters or units that can shoot out of close combat. I don't think that there is any unit in the game that can do that. Skaven can shoot INTO a close combat that involves Skaven Slaves - because they don't care if they kill their slaves or not.
As far as magic vs WE, I think Light, Shadow and High are your best options. Life is really good too, but it's mostly a defensive lore and you'll need some offensive (magic missiles) to catch them. They are all about staying away from you and do it well. If you can hit them anyway, then you're taking away a big part of their game.
P.S. - what n810 said about taking the 8 sig spells is really good advice too!