Well, I have a pure cold Bliz sorc and she normally runs Pindle, Meph, Andy each run. If I start to get bored I'll add Baal, Ancient Tunnels, Pits and Countess.
Here's a breakdown:
Pindle: Minions in his room are no trouble, but sometimes Pindle spawns Cold Immune.
Meph: No problem if you teleport right up to him and ignore his wizard minions since they are CI.
Andy: No problem, just make sure the little demons don't hack at you while you're not watching.
Baal: Frequently have Souls or CI minions spawn in Throne.
Ancient Tunnels: No issues, no CI in here.
Pits: About 50% are CI.
Countess: Countess and her minions are CI.
Even though some of the areas listed have CI, a good merc can handle them. If you don't want to use a merc do just Meph, Andy and Tunnels. But if you get a good merc you can do any of the areas listed above. I recommend a Reaper's Toll (for good damage and 33% Decrep). I also use an upgraded Shaftstop and Kira's on my merc. I'll be adding an Um to the armour and using a different helm soon, but the current setup works just great. My merc can solo Pindle+pack, Countess+pack, CI witches in Throne, etc.
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Darzog