Just a quick question.

I recently began playing DOTA2 after playing LoL for a little and during my time on LoL I became quite comfortable with Caitlyn. The thing I like about Caitlyn is her range, she also has one skill that fires a projectile dealing damage to targets it passes through. I liked Sniper but the fact that everyone claims that he is OP sort of pushes me away from him. So my main question is are there any other heroes besides Sniper that has range like his?

I was thinking Windrunner but am open to other suggestions to test them out.

Sniper has the longest range and it's only for regular attacks. (Not the best range - just the longest)

No, Sniper is very, very far from OP - he's actually underpowered compared to other carries.

Windrunner has Powershot, a skill that fits your description. If you want nukes/skills that have huge range and goes through enemy units, then those are limited in dota.

Examples of heroes with those kind of skills I can think of are (though these heroes have a huge variety in what their skills do in terms and their roles in the game):
Death Prophet
Earthshaker
Elder Titan
Jakiro
Keeper of the Light
Lina
Magnus
Morphling
Phoenix
Puck
Spectre
Timbersaw
Windrunner

Phoenix not yet in the game.

I seriously think you should play Sniper. Sniper has never been considered OP, and even if it is in the lower brackets, don't let that stigma stop you from playing it.

Enchantress with an Aghanims Scepter has a longer attack range than other ranged hereos.

I think sniper is a very good one for beginners (I still love the little dwarf <3) he's very easy to play, but require you to farm well and know what to build. Windrunner isn't that hard to play either, and she's very rewarding with her stun and great nuke. The only problem is that you need to hit those :p
This game is about winning btw, so just play the heroes that are considered op before anyone else does -_^