Stone Golems: Slashing
Clay Golems: Crushing
All Golems: No piercing
I don't know if they need to be magic.....Melf's Minute Meteors and Gesen Bow gives a bit of damage to all golems.
And your clerics should cast all their healing spells continueously during the battle, magic don't work on the Golems anyway (but you probably found out yourself pretty quick)