>> go straight through whatever body part it hit
try high force weapon, very small (~5) contact area edged attack ammo. i *think* that the ammo penetration stat on the ammo's attack matters too.
max_vel is less important than force, max_vel only puts a cap on the speed of lightweight (wood/bone) projectiles. the force stat governs projectiles with any substantial mass. read wiki for details.
>> Insta-headshots, stuff like that.
high force, large SIZE, small (~5 to 20) contact area ammo
>> only made enemies get "propelled away by the force of the blow"
The shot has a chance to penetrate armor. Or both, or neither. "Only" propelling away by the force of the blow means you have plenty of force and probably need a better (material, size, attack stats) projectile.
>> Oh, and how to make them more accurate.
skilled dwarf
>> EDIT: And how to make them burn the tile they hit! Or explode in a pool of acid! Or magma! Or just explode! I really need to sleep.
It is possible using raw-only modding to put some basic syndromes on the arrow, but to have the kind of effects you're imagining you'll have to use DFHack. There are scripts to do the things you want (see ItemSyndrome and ProjectileExpansion), but I don't know the status for DF2014.