A certain type of demon cannot not be hit by ranged weapons or attacks. Attacks have to be made up close and personal for the damage to mean something. Ranged attacks are to impersonal.
Possibally a way to make the ranged attacks more meaningful would be to coat the arrow head or what not with the shooters blood. Of course, they'd better be a good shot, otherwise they're wasting arrows and already bleeding to boot.
Spells: wizards might have half or no effect, preist might work due to divine intention.