Drown Damage, Life Drain and Mana Drain may be considered magic damage since they are not affected by the target's shielding or armor, but it is currently impossible for players to cause this kind of damage directly.
Due to the nature of Death Damage, most creatures are not strong or immune to its effects. Ice Damage follows closely behind as the most common type of damage to use against creatures. If neither ice nor death are effective against the creature, Fire Damage, Energy Damage or Earth Damage will be your main options. For Paladins, Holy Damage is a good option against most creatures as well since not many are strong against it.