As mentioned, patience is the key.
That said, I'm now playing a firewall/blizzard sorc in hell at players8 (still questing, just beat meph who dropped a stormshield), and I must say that in her killing speed at players8 is about the same as for others at players3 and lower. Okay I'm playing twinked, but still, even untwinked this character would certainly manage to be a killing machine, and there is no need to skip immunes. I've played quite a few other characters through hell, and although there were a few that I kept at players3 or 5 to the end, none managed players8 (and that includes fishymancer, javazon, bowazon, zealot, hammerdin, meteorb, wind druid, and IK whirlwinder). I do recommend an insight weapon (using the runeword mod) though, either a staff or a polearm on your merc. I did so far play only the countess at players1 and that was because I knew she'd be both fire and cold immune. Still, I've encountered quite a few dual immunes and dispatched of them without much trouble after killing all the minions or splitting the pack. The merc does not tend to have a difficulty with them.
The assassin mentioned might work as well, but I yet need to play an assassin through the game so I cannot comment on the hell players 8 viability.
I do think though that the sorceress has one major advantage over other classes, especially in keeping her merc alive on higher players settings (on players1 the monsters tend to die fast enough not to do a lot of damage to the merc), and that is teleport. It might be that a tri-elementalist would work better. The disadvantages are of course less damage for every skill, but the advantage of not having to rely on your merc for dual immunes might tilt the balance in her favour. What I'm seeing now is that if blizzard would do a bit less damage it would not make a huge difference to her killing speed, and instead having some lightning skill high might make a serious difference.
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