The Daleks are not vulnerable to many weapons, although there are some that have effect against them.
-In the classic series the Daleks didn't have forcefields, and bullets with bastic tips could blow holes in their casing. UNIT developed teflon-coated bullets with steel cores to do the same thing (mentioned in "Battlefield"). However, by the time of "Dalek", the Daleks had developed these forcefields which managed to destroy bullets and other such ammunition before reaching the Dalek's casing, rendering them useless unless concentrated on a specific point such as the eye socket. ("The Parting of the Ways")
-The futuristic weapon known as the 'Defabricator', which was originally a tool used to quickly remove clothing also could destroy the top half of a Dalek, rendering it dead. ("Bad Wolf"/"The Parting of the Ways")
-The Torchwood 1 branch on 'Pete's World' managed to develop their anti-Cybermen guns to work on all types of machinery. Using one of these on a Dalek had a similar effect to using the Defabricator on them. ("Army of Ghosts"/"Doomsday")
-Weapons of Dalek design, such as the machine guns used in "Evolution of the Daleks", could destroy a Dalek if it (the Dalek) was fired upon enough. What's more, various sorts of Dalek weaponry could damage or completely destroy a Dalek, as seen in "Remembrance of the Daleks" & "Victory of the Daleks" and in "Prisoner of the Daleks" (novel)
Overloading the power feed to a Dalek's casing could destroy it. (This is what the Meta-Crisis Tenth Doctor did to the Daleks en masse in "Journey's End".)
-Weapons of mass destruction, such as nuclear missiles, or a large cataclysmic event or environment such as lava, liquid nitrogen or an exploding spaceship could sufficiently destroy a Dalek if it was caught in the centre.
- A Meson burst through the eye socket.