Dragonbone Golems are interesting. First, their Fear Aura is both a blessing and a curse. Golems that are walking debuffs aren't bad, but you do want to make sure that you and your allies aren't subject to it (can be done fairly easily, since a successful save renders you immune for 24 hours, just walk in and out of the aura until you succeed). Far more interesting is its complete immunity to ALL magic. Unlike the typical "Immunity to Magic" of golems, this one applies to spells and spell-likes that don't allow SR as well as Supernatural abilities! They have okay combat abilities and a nice full attack, but you almost have to give them an Amulet of Mighty fists to really capitalize on that. Also, repairing them is a pain because you either need to be an Artificier (Infusions can still affect them) or use the costly repairs possible with the Craft Construct feat.
Drakestone golems are nice, with a save-or-die every 1d4 rounds with a decent save DC that bypasses Death Ward (immunity to petrification actually is rather hard to come by outside of a few monsters, who are typically not PC enemies anyway). Their Magic Immunity, like the dragonbone Golem, also protects them from effects that don't allow Spell Resistance and Supernatural abilities. While there are two spells that can get through this (two only out of the thousands printed), one is a kind of lame debuff and the other is a complete healing of all damage. This is a great weapon to use against mages. While its hit points are low, it's also not a bad choice to use in melee due to an impressive full attack.
Ironwyrm Golems have their place: utterly vaporizing scores of mooks. 20d10 damage is pretty impressive, even if it is fire. The save DC is decently high and the full attack routine is highly impressive (only slightly worse than the tarrasque's, and that's saying something). Like the other two Dragon golems, it's magic immunity protects from far more than your usual golem. The drakestone golem might have it beat in the number of spells that can affect it at all, but easy healing is definitely nice (set up a Wall of Fire when you send it into battle, or have have it blast itself with flame after each fight). Oh, and it's immune to Rust Monsters if you care.