If we're specifically talking about the effects, ignoring champions, resistance is probably the best of the 3 due to willpower benefits, although this depends on the strength of said resistance, and what type of effect is being resisted. AAR resistance hardly matters unless it's at or very near 100%, vs DoT resistances being strictly beneficial as long as they reduce said damage to the point willpower outsells it, then you have debuffs like heal block that can't really be resisted.
Resistance is better for bleed and poison so that you can heal with suicides, but I absolutely prefer my champions to be fully immune to stuff like shock and incinerate. Those are things you basically only have to deal with if you eat a special attack or something. If that happens, I want to be 100% immune to that effect and not just 80% or something. If I'm facing a 100K PI boss, those 20% are still going to chew threw me real quick.
When it comes to shrug-off champions, I generally dislike taking them into fights with a ton of damaging debuffs. Ghost is the exception since she can easily and consistently get rid of them, but champions like Kingpin and Crossbones always have this chance for those debuffs to stick on them, and then you're dead. I found Kingpin to be a lot more enjoyable in those scenarios with the Hood synergy (I didn't have that guy until very recently), but even then there was the occasional damaging debuff that snuck through and dealt a ton of damage. I dislike that inconsistency. It's great in matches with non-damaging debuffs, but I prefer champions with outright immunities otherwise.
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Let the healing begin!
When it comes to shrug-off champions, I generally dislike taking them into fights with a ton of damaging debuffs. Ghost is the exception since she can easily and consistently get rid of them, but champions like Kingpin and Crossbones always have this chance for those debuffs to stick on them, and then you're dead. I found Kingpin to be a lot more enjoyable in those scenarios with the Hood synergy (I didn't have that guy until very recently), but even then there was the occasional damaging debuff that snuck through and dealt a ton of damage. I dislike that inconsistency. It's great in matches with non-damaging debuffs, but I prefer champions with outright immunities otherwise.
Immunity works in almost all matchups