One thing I use in my current DF game is creatures who cannot be easily hurt by non-magical weapons.
Lucky for me, GURPS lets me customize this in a few ways right out of the box. I do two, primarily.
Resistance to non-magic weapons. Some monsters I use can't be hurt willy-nilly with non-magical attacks. How I generally do this is some form of Injury Tolerance (Damage Reduction), with an Achilles' heel of weapons with the Puissance enchantment. The Damage Reduction level depends on the creature - /10 isn't uncommon, and for effectively immune ones I'll give them /100 or better, with Cosmic (drop all fractions) (GURPS Supers) to ensure it zeroes out.
This allows for truly massive blows to hurt them - but it's not easy. You can squish a wight by dropping the ceiling on it, maybe, or a golem might be able to tear it limb from limb, but it's not easy to kill it by beating it with a club. Better get a magic club.
This extends to physical manifestation of magic, in some cases, but not in others. Some creatures might also shrug off fireballs and lightning and stone missiles, while others might not. It depends on their overall trait list.
This can get confusing, though - my players have asked "Is my sword with Accuracy +1 a magic weapon for purposes of hurting (wights/gargoyles/whatever)?" "Is my broadsword with Flaming Weapon magic? It worked on those wights!"
My simple answer is no. It's Puissance that matters. That's what makes a weapon "magic" in my games for purposes of bypassing resistance to non-magical weapons. It's the enchantment that increases basic damage and I figure it's damage we are talking about. If the weapon lacks Puissance, it's not magical for these purposes, sorry.
False clues exist, though - wights clearly suffer from fire, so that's why the flaming broadsword worked on them pretty well. Not because it was a magic item, but because it was fire.
Can only be slain by magic weapons. This one is even easier to do - it's either Unkillable 1, 2 or 3 plus an Achilles' heel, or Supernatural Durability with an Achilles' heel. Either way, if you deal the death blow with a magic weapon, it's dead. Otherwise, lacking the Damage Reduction from above, it's just as easy to hurt as anything else with the same traits.
I'm generally stingy about the death blow. You can't beat everything to death then go around whacking the twitching remnants with a Puissance +1 sword and call it a death blow. It's got to be the actual blow that takes the creature to -5xHP or forces a death check that it fails. This gets to the heart of what I figure this represents - some kind of supernatural key that unlocks the mortality of the creature. You can't just willy-nilly throw it in at the end (or the beginning - cut it with a magic sword and then finish it with non-magic ones). You have to do the right thing at the right time or it doesn't matter if you did it at all. It's either very mystical, or it's like getting into the BIOS screen during bootup - oops, sorry, missed it. Wait until it's fully up and then try again.
The first of these works well for things you just can't easily hurt - or hurt at all - without magical weaponry. The second works for things you can hurt just fine (usually anyway) but won't stay dead until you break the supernatural attachment to existence that they have.
Hey, neither of these are immunity! Well, no. GURPS makes damage immunity pretty hard to come by. Immunity is effectively infinite DR vs. a given damage type, and infinite power is hard to define in finite points. You can do it, but I prefer not to, not for damage anyway. It avoids weird circumstances like dropping a wight down a 1000' pit and it takes no damage because the floor isn't magical (or silver, or on fire, or whatever). I find it makes for a "do it the hard way, or do it the easy way" split with monsters. You can still brute force your way through these guys with a non-magical weapon, but in the first case it'll be brutally hard and in the second case you can't solve the problem permanently.
I hope these are useful to folks who like a little bit of AD&D-ish immunity in their games.