There are a couple good Dwarf tactics articles on Archive Pestilen in the Mordheim section (although the frames are a bit awkward to navigate). I would highly recommend reading them (one I found much more useful than the other, but I forget which is which).
First off, unless you have special house rules, crossbows are far superior to hand guns. With your limited movement, the ability to shoot in consecutive turns is key as well as the 36 inch range.
If you want your 5th and 6th heroes to have the ability to shoot, start with some thunderers so that they get chances at promotion after your second game.
From what I've seen, dwarves have trouble with funds early on, so spending 10 gold a game on nets doesn't sound too appealing to me. However, it is true that they don't see much play and it would be a lot of fun to use them.
Clansmen cost 15 extra gold for 1 weapon skill and 1 leadership, which are (in my opinion) the least useful stats for dwarves. Replacing dwarf losses are notoriously costly, so I'd just hire thunderers and beardlings at least until you reach max warband size. Having identical stats, thunderers can melee just as well as clansmen too.
Oh, and a T5 dwarf with resilient is a lot of fun. Throw some armor on him and watch him wade through most attacks.