To qualify as a real sniper is a model should:
Apart from the HS elven ranger, the best snipers are heroes that have access to shooting skills (and takes some of them). Henchmen are the worst long-term choise for snipers as they can't improve very much.
The ultimative goal of a sniper is to take OOA as many important models as posible.
But just by his pressence in a commanding position, a sniper can help winning a battle. If the enemy are so afraid of the sniper that no enemy models dare expose themself to him, then the enemy can't effectivly attack or respond to your movements. The effect of this should be that your close combat specialists can attack the enemy where you choose and that are half a battle won.
The HS elven ranger/the halfling cook. Skill increases should be 'Trickshooter' & 'Quickshot'.
A Witch Hunter with crossbow and the skills 'Trickshooter', 'Nimble' & 'Quickshot'.
Take the multiplayer scenario 'The Pool'. In this scenario the objective is to have your heroes fishing after wyrdstone in a small pool. And they will likly as not have to use more than one turn looking around for wyrdstones.
One very good sniper with 'Quickshot', or 2-3 snipers, in positions from where they can shoot anyone in the pool can have an effect on this scenario out of all proportions.
Most players are unwilling to move their heroes out to be shot like fish in a barrel, so they will not even considder to fish for wyrdstones. Instead they will have to try to win the scenario by routing everyone else.
The player with the snipers (assuming only one player has some) still have to option to fish for wyrdstones so his options are greater - thus he have the advantage in the scenario.