Speaking of, not sure what happened to her chaos gauge - last time I played as her it wasn't working, prior to that it would mess with the screen as it filled up, throwing weird effects and filters on there.
Good for grouping, combine her with a dps like Thor and you will just tear the game apart. You have to quickly level and acquire combusting hex, binding hex and bolstering aura to get the most out of her early on. Jean Grey is all about managing the Phoenix gauge and using her transformation to get the big damage and speed buffs, she can be quite high maintenance (and a bit boring at lower levels.) She has a great AoE stun though. Hawkeye is another ranged option, not sure if he's free but he seems to have a pretty high chance of dropping from the first boss. Least popular is probably Punisher, both he and Deadpool are apparently pretty weak right now. Jean Grey, Cable and Iron Man seem to be the most popular ranged characters at the moment, even after Iron Man's nerfs.
Storm and Scarlet Witch are both ranged characters but they're both controllers rather than dps.
Scarlet Witch is one of them, for sure, and she's one of the best characters in the game. I can't remember what the free characters are.