Not cool, dude.
It doesn't help that the Tri-Beam Laser Rifles they use have an effect that causes an additional +40 damage to the player specifically.
Those are pretty good to have once you get them off of the dead Lord though. I keep one, and they pack a lot of heat if you have a high level in Energy Weapons; that and the Tesla Cannon.
Lincoln's Repeater + Backwater Rifle with the appropriate Perks will make short work of them at long-to-medium range. If one surprises you in confined spaces then there's always the Terrible Shotgun. Points in Perception help in aiming. Points in Luck raise your chance of scoring a critical hit.
Overlords are so much fun to fight! I met my first Overlords in Vault 87 at level 21. Four of them at once. The sense of accomplishment when I finally managed to take them all down all by myself was tremendous.
Combat shotty to the face makes quick work of them but I prefer plasma mines and running.
My formula for easily dealing with a SM Overlord:
1) Use VATS to disable the Tri-Beam or Laser Gattling Gun
2) Use the dart gun to cripple the Overloard
Then just work on it's health any way you prefer.