Just check the text files, Monstats.txt. Columns DZ to about EQ.
I just ran an average of all resistances for norm, NM, and Hell:
55.92 Norm
62.14 NM
78.94 Hell
Those numbers don't count creatures with zero resistances, the numbers just mean, "If the monster has any resistance to any element, it's probably this".
Here are the average resistances per element per difficulty, along with a count of how many immunities there are (keep in mind that this counts LoS critters and bosses too, e.g. the 3 Magic immunes in Norm are Council Member, DarkSword (Darkness' minions), and LoS Sorc). These do not count resistances of zero, so for example the Poison column can be read kind of like "Generally monsters have zero resistance to poison, but if they have any resistance, it's probably this". Keep in mind also that lots of poison immune things are doors, catapults, etc. I'm not sure if these numbers consider the global +50% phys res in Hell (24 phys immunes sounds about right without the +50% but implies that most creatures have oddly low phys res; however, with the +50% there should be about 300 immunes).
Code:
AvgRes Phys Magic Fire Lit Cold Pois
Norm 40.79 38.04 49.73 49.51 49.94 107.52
NM 45.68 41.22 59.55 57.89 58.23 110.24
Hell 57.91 52.79 79.09 77.67 78.72 127.48
Immune Phys Magic Fire Lit Cold Pois
Norm 3 3 9 9 8 41
NM 8 3 24 21 21 52
Hell 24 3 74 67 80 124