I'd rank the last three as follows:
1. At the Heart of Winter (With "Solarfall" being my favorite Immortal song)
2. Sons of Northern Darkness (With "Beyond the North Waves" being my 3rd favorite Immortal song)
3. Damned in Black (with "Damned in Black" being my 2nd favorite Immortal song)
Prior to AtHoW, Immortal utilized a much more black metal than traditional metal sound, but if you're into old school black metal, particularly the Norwegian scene of the early to mid-nineties, then there's plenty of quality music to be found on their first 4 releases as well. Diabolical Fullmoon Mysticism (their first) seems to be held in ultra high regard by fans of Immortal's earlier style. I gravitate more towards Pure Holocaust and Battles in the North, and Blizzard Beasts just doesn't seem to hold up to the other 3 releases prior to their style shift.
I guesss my full ranking would be as follows:
1. At the Heart of Winter
2. Sons of Northern Darkness
3. Damned In Black
4. Battles in the North
5. Pure Holocaust
6. Diabolical Fullmoon Mysticism
7. Blizzard Beasts