Light and darkness will simply blind you; if you have blindness resistance (or even just telepathy) then that's usually not a big deal. Their damage caps are also fairly low and there aren't many big breathers.
Shards will cut you, but again not a big deal and there aren't many big shards damage sources.
Sound will stun you; this can be a big deal mostly due to plasma hounds (IIRC having sound resistance will prevent plasma stunning). Otherwise, again not a big deal.
Nexus will scramble your stats and teleport you; this is definitely something to watch out for, and nexus hounds/vortices are distressingly common. If you can find a source of nexus resistance without compromising your other gear it's generally worthwhile. Otherwise you need to keep an eye out to avoid breathers.
Nether is basically just a relatively big damage source; the cap's 550. Unfortunately the damage reduction from resistance is semi-random, so even with resistance you can be taking upwards of 471 damage (on average you'll take about half damage though). It can be useful for increasing your combat endurance against nether users.
Chaos is extremely irritating but also rare. Confusion + hallucination + (pointless) experience drain. Just be glad it doesn't cause amnesia too! The confusion and experience drain aspects can be resisted individually without having chaos resistance, leaving you with just hallucination, which you can usually handle if you're careful.
Bottom line is, the only protections and resistances I consider absolutely essential are free action and fire/cold/elec/acid. Poison is the most important after that but it's rare enough that you can usually avoid the big breathers if you're careful (just drolems, swamp wyrms, and a few uniques). After that I'd prioritize confusion and then blindness, but they show up so rarely in my games that I've gotten used to going without. Everything else is niche.
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