While written prior to v3.6, much of the following advice largely stands. v3.6 considerations are added at the end of the answer.

My personal approach to the Ranger:

• Keep a collection of the best 20ish daggers you've seen so far. Infinitely reusable, these are to be considered your main weapon. Nothing will preserve your collection of arrows like not using them.
• Collect Arrows. They are fragile, but pack a punch when you wield a Bow, and as a Ranger you are almost exclusively wielding a Bow. Use when your daggers didn't finish the job or when facing an enemy that might damage your daggers. Ammo enchanted to +1 or, better yet, +2 or more breaks less frequently. Blessed ammo has an additional luck based chance of not breaking.
• Arrow Traps are your friend! U)ntrap them. Exercise your Dex. Gain Arrows.
• Dart Traps are also your friend! U)ntrap them. Exercise your Dex. Find a box to stash them in...
• If playing a Gnome, gather crossbow bolts while you've got the encumbrance. Practice your Bow in preference unless it's an "OMG! Kill it! I need my +2 Bolts!" situation. Your smallest stack of unidentified bolts can stand in for a small stack of darts when testing for polymorph potions, and won't be used in preference to your Daggers if you've turned on Autoquiver. Consider dropping Crossbow & Bolts when your Bow skill hits Expert or when you're out of +2 Bolts and your Bow skill is at least Basic.
• If you've got encumbrance to spare, spears can be a fair backup missile before you've collected 20 Daggers. Better to throw than a single, unstacked dagger. Certainly a better idea than darts. Before you've skilled up your dagger or bow, or when you've only got stacks of 1 left, even an unskilled spear strike has some value, and with practice you may want to use one as a melee weapon.
• If you're not a Gnome, the Gnomish mines are a great place to start your dagger collection. If you are a Gnome and still have a pet, the mines may still get you daggers while training up your pet, at least until your pet acquires a cranial mattoc implant. Otherwise try the Sokoban 1st.
• To save time on ammo recovery, add AUTOPICKUP_EXCEPTION="<* named Q" to your .nethackrc or defaults.nh. N)ame all your Q)uiver-able items "Q".
• When an item misfires without good reason, like Confusion or Grease: Finish combat. Collect all your ammo. N)ame the offending stack "Cursed". Drop or Cache all but 1. When you pick up more like that 1, they will stack with it and be Named.

When it's time to kill:

Ranged

Stacks of fewer than (Skill+1) missiles will be less affective, consider switching to another stack or launcher. Stacks of 1 should never be F)ired/T)hrown at point blank range.

1. Throw Daggers 'till spent or victorious.
2. Finish out "tough" encounters with the bow.

This will quickly boost your skill in Daggers, which should be your "go to" weapon. You should consider your Bow to be your "Sunday Best" weapon. It will serve you well killing those special guests, corrosive critters, (dagger eating) rust monsters and when you've managed to throw all your "more durable but heavy" daggers. A Gnome's crossbow is really just a filler weapon until an uncursed bow and a collection of arrows can be found. The opportunity to spend Skill Points in Crossbow means you've probably held on to it for too long or you've been remarkably unlucky finding arrows.

Melee

If you've got any stacks of more than 1 Dagger or Arrow left, don't do it. Or you've thrown your daggers & what's left just isn't Arrow worthy... 3 or 4 rapid fire missiles to their teeth will beat your pathetic attempts to poke its gut. A stack of 1 Dagger or 1 Arrow is about the only thing less effective than melee.

• One of your daggers (when you're all but out) can be used in an emergency. It's not like that starting +1 Dagger will be stacking with others any time soon anyway...
• A spear is one of the better melee weapons that a Ranger can use with any skill. Nothing special but it's something. If you find a silver spear, now that's something.
• As always, nothing beats an artifact weapon. ... OK, not enirely true. A silver spear will beat just about any foobane...

Skill points

Dagger & Bow: Yes! You'll need 5 Exp Levels each to buy Expert. (Gnomes need 6 for Bow.) Think carefully about buying any other skills before L11. Your Class Artifact will be a Bow!

Crossbow: Generally not. Bolts are as fragile as Arrows and there are no "Bolt Traps", nor does your class artifact create them. Your Class Artifact will not be a Crossbow!

Darts: The Healer's ranged weapon of choice... Even Tourists should prefer daggers. 1d3 damage against small enemies, 1d2 against large, -2 penalty for unskilled. Even with a Ranger's +1 multi-shot max, hardly worth the effort. If you've got encumbrance to spare, sure carry some around. Better yet, spend the encumbrance on more daggers. Still, valuable for identifying potions of sickness or polymorph without damaging a stack of arrows. Don't waste skill points. (3.6: Healers now see the +1 multi-shot bonus for "Skilled" only with knives. Same for Tourists & Darts. /cry My tourists will miss their daggers...)

Shuriken: The good news - Damage levels of a spear with the encumbrance and multi-fire of a dart! The bad news - You'll never find enough to make a habit of them. Skill points here are definitely wasted. ... presuming of course that you've been able to practice with them enough to be given the opportunity to spend any points.

Spear: Perhaps. (3.6: Probably!) Nice missile, but without rapid fire. (3.6: Now with multi-fire!) Fair melee weapon. No applicable artifacts in vanilla. Will consume 3 Levels to get to "Skilled". (3.6: make that 6 for "Expert")

(Whatever your Melee Artifact is): Yes. Odds are it's only 1 point to get to "Basic".

Spells: Probably. Divination Rocks! "Skilled" in Diviniation is a great upgrade to the Identify spell. Upgrade as needed to offset failure rate due to spell difficulty. The 1 point upgrade to "Escape" spells may also be worth it to upgrade the "Jump" spell

Changes for 3.6.0

• The game will autopickup anything you've thrown, significantly decreasing the need for the AUTOPICKUP_EXCEPTION hack. Though items that are picked up by opponents and merged into their existing stacks seem to loose their "thrown by you" attribute.
• Spears & javelins now participate in the "multishot" mechanic, allowing rangers to occasionally throw 2 stacked spears even when unskilled. This makes them more attractive, but they will eat up your carrying capacity.
• Javelins have also been merged into the "spear" skill instead of using their own skill, saving on Skill Points. While they do slightly less damage than their heavier brethren, saving 1/3 of the encumbrance makes stacks them preferable to all other spears save the Silver Spear.
• The Ranger's +1 Class Bonus to multishot now excludes daggers. While still a valuable part of your tool set, practice with them seems slower. Still, they are better than Melee, even at point blank. As the game progresses, you might consider replacing a pair of daggers with each javelin found.
• Multi-Shot with crossbows has become complicated. Yes, Gnomes now get a +1 max, but anyone without a high Str. (18 generally, 16 for Gnomes) will generally put out half as many missiles than you'd otherwise expect. Given that you're unlikely to wield one after the Quest, this seems a sad place to dump 5 or 6 skill points.
• Rangers now start with only MC1. Possible Poison effects from Dart Traps may make #untrapping them to exercise Dex an unreasonable risk.