Unlike LoD, sorceresses in classic are not overpowered so you will never "destroy" all in hell. Simply because to gain power u need to invest in a single tree, but immunes will basically be a pain since there is no infinity and also there are no mercs (like in lod) to take care of them.
So if you're playing with some1, you can go pure blizzard since they will take care of all immunes.
If you're playing alone, my personal favorite is frozen orb + firewall. some ppl like fireball. you can clear all, with fire+cold immunes either you skip them, or you static them down to 1 hp and finish them off with telekineses.