From what I remember, the last time it was compiled (and this was Pre-Praetoria...) is that Lethal/Smash are the most common damage enemies can do, followed by Fire (most grenades, rockets, bombs, etc do Smashing AND Fire damage) with Energy/Neg/Psi/Toxic/Cold being less common depending on what you're fighting, but usually in that order (with energy being more common then neg, which is more common then psi, which is more common the toxic, which is more common then cold)
While some common enemies (Crey, Council, mid level CoT) have cold type powers, very few 'specialize' in it, like they do with Fire and Energy. I think the only enemy group in the whole game that uses pure cold powers are the Winter Horde, and those are only really available around the Holidays.