Musketeers are nice but need very expensive, high-level barracks to get.
Hand gunners are pretty handy as siege assault infantry, where their armour and melee stats make them more durable under tower fire and their short range matters less than in the field.
Cannons, though, are the most useful gunpowder weapons; the basic gunsmith building can be bui;t almost anywhere for very little money, cannons make any siege assault a breeze, and they are pretty useful in the field too, where they can inflict a barrage on the enemy from any range which, while relatively bloodless, will have a devastating effect on enemy morale.
TBF though I should point out I play Stainless Steel, where (I think) cannons are more accurate than in vanilla (though not quite as devastating against walls) and muskets have "fire_by_rank" disabled (making them much more effective.)
The key with gunpowder is to remember that they are first and foremost for damaging morale, not killing men; archers will kill enemies faster, but being shot at with guns will take their morale down a lot quicker than arrows. If I have a high-dread general I often find a few volleys from a unit of arquebusiers is enough to rout whole enemy units before melee is joined.
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