Depends.
The Iron Golem is a great, go-to, all purpose beast. No doubt about that. But there are areas where the Fire or Ice Golem stand out, mostly because the way the elemental damage / resistance works out.
See here for a list of stats for Golems.
In
this post I discussed the Fire Golem as part of a Mage Build. It did really well. All-star moment was having very low level character defeat a named Red Dragon. The Fire Golem was lucky enough to stand on a flame tile during the fight, and I was lucky enough the dragon only attacked the golem. Sure, the dragon hit for a heck-of-a-lot of damage, but between the fire from the tile, and the fire from the dragon, the fire golem stayed fully healed. I just had to poke the dragon to death.
Also, it seems Fire Golems do very well in areas where enemies explode. The explosion heals them.