They can be killed by being set on fire or stabbed with either dragonglass or Valyrian steel. But the easiest way to wipe out huge swaths of wights is to kill the White Walker that created them in the first place so they'll all drop dead (or re-dead) immediately.
Are White Walkers immune to fire?
During the massacre at Hardhome, White Walkers are shown to be resistant to fire due to the extreme cold they radiate, which snuffs out any flame they approach. The ability was showcased again when the Night King was also able to snuff out dragon fire during the Wight Hunt.
Can White Walkers melt?
Stab. Any White Walker flesh that comes in contact with dragonglass will smoke and melt away into a puddle.