Pretty sure even with his invulnerability a bullet would still kill him. It doesn't completely stop it, just reduces the damage and stuff. So a punch to the face would hurt less for him. Though he would probably still absorb some power from it if he isn't instantly killed through a shot to the head or something.

Not quite sure about ranged. At first I thought you just meant I needed to choose one to attack with,but now I understand. Uhh.. I think it would depend on the projectile, like a bolt of lightning won't get any damage reduction nor will he get any power from it.