Bah. Those are all expensive, and possibly hard to find. Just buy lots of alchemist's fire and/or oil & a couple of tindertwigs. Sure, it'll take a while, but as long as you can keep out of Mr. Shiny's mithral mitts, anybody can kill a golem.
A magical weapon is not a magical effect. An effect would be the special effect of a Slaying Arrow, or the effect of a wand of lightning bolt. Because these are not simply magical qualities (like an enhancement bonus is), they are active effects rather than passive qualities of the item. Gotta agree though that the wording for Mithral and Adamantine Golems in the Epic Level Handbook and such is a bit different though from the wording of other golems.
According to my ELH, Mithral Golems are immune to all magical and supernatural effects except for Slow and Haste.....