In both the games I'm running, there's two wizards, so finding ways to keep them from incinerating everything that opposes them is a fairly common practice. There's a few solid ways to go about it:
A. Yes, making enemies immune to magic--but what I've done twice is made it so that the villains are deliberately doing this in response to the PCs and their previous exploits. In one case, it was a BCV who procured an anti-magic amulet explicitly because she expected one of the wizards to interfere with her plans, the other time a fae sent an Ogre to kidnap a specific wizard.
B. Put them in a situation where they can't use their magic (or to the full extent). Compel them to say they can't cast above a certain power rating or else the human mooks will die. Use hostages. Or just plain wear them out beforehand. In one of my games, the kidnapped wizard spent the whole of the last battle with thorned manacles on her wrists, preventing her from using any magic at all. So the player got creative, jumped on the enemy wizard's back, and choked him out with them for the duration of the fight. In another, I sent a handful of ghouls and RCVs at a pair of wizards so when the big demon showed up, they'd both taken physical and mental stress and had to fight smart.
C. Just throw really big things at them. Even a strong Submerged wizard is going to have trouble against something with 10 stress boxes and Armor 2 or 3. Even moreso if it's got a defense skill worth a damn. That way they'll have to spend a few turns either on defense or maneuvering to get the advantage needed to score a real hit.
D. Compel away their items, especially if they have rotes tied into them. Tell the Warden he can't get his sword into the Red Court nightclub. Tell the little spitfire of a wizardess that no, the Winter Lady isn't going to like it very much if she takes her fire-spewing staff into the private meeting.