If you are talking about balance, the three principal types of physical damage (bludgeoning, slashing and piercing) are equivalent. Some PCs can have bonuses against some of them, but most of the time it won't change anything.
If what you are planning is switching an iron golem's damage from bludgeoning to slashing because it is shaped with blades instead of arms, feel free to do it. The slashing golem would have the same CR as the bludgeoning one, and -if that wasn't obvious enough- the PC that succeed in their Knowledge (engeneering) would notice about the blades and the fact it does slashing damage.
Considering destructive energy damage, fire, frost, electric and acid are considered "equivalent" kinds of energy and a change from one to another should not change the CR. However as there is a bigger chance for the PCs to have specific protections against some of them, the same monster with a different kind of energy can be stronger against a specific PC group. Make sure your monsters stay coherent: it makes little sense to simply change the fire elemental's attacks to do frost damage and keep his fiery appearance without a good reason.
Some special kind of damage, like sonic or force, are considered "stronger". Usually if you want a capacity to switch to force or sonic damage without changing the CR, you have to change the dice category (12D8 becoming 12D6 for example, as for dragon breaths). Some other types of damages (like bleed) are even stronger and need careful nerfs.
They can be considered stronger for different reasons:
- It is harder to protect from most of them (as from untyped damage).
- force can affect immaterial targets
- desiccation causes fatigues ennemies
- vile damage is difficult to heal
- bleed causes more damage over a duration