Yet, I find these are the battles that tell the best stories. The cleric boldly holding off the wraith as the rest flee; the rogue who decided to use his UMD on a scroll of magic missile, the wizard who opted to cast mage armor on the fighter, etc. It saves the game from becoming stale; using well-worn tactics (I'll hold him here, you use your wand of lightning, the rogue sneaks in, cleric heals as needed).
I'm with you there.
It makes the players have to think, for one thing.
Its also a big deal in the genre fiction that inspires so many FRPGs- figuring out how to defeat something that shrugs off the best of what you got is ofttimes the core heroic act of the story. Personally, when my party ran into foes immune to backstabbing/sneak attacks while I was playing a rogue (Pre-4Ed), I always felt that the situation let me show off why my rogue was a hero. He had to use his wits to win, not necessarily his blades.
And what is more rogue-like than that?