Hmm, someone intangible not being affected by gravity I could understand since there has to be something stopping them just falling through the floor, but surely they're still going to be affected by changes in temperature. You're still there after all, so while physical things aren't going to phase you (see what I did there?) being really really cold/hot surely would. I don't care how intangible you are, I drop you in the Arctic you're going to freeze
Sure, it would be uncomfortable, but would it really cause any permanent harm? You can't be melted, or burned, or frozen solid, because you aren't really 'matter' any more. Somehow. Dunno, messed up Bionicle physics again.
On the subject of gravity, I actually think they would be affected by it, come to think of it. After all, we know light can be drawn in by gravity (black holes), and since it has no mass.. well, if you're being pulled in by gravity, you're still being held. You might even be able to pull them apart, were you to have enough experience to tug at them from different points and shatter the insubstantial form.
@ Takanuvainika; It's spelled plasma. Like what the sun's really made out of. Like how a laser is a laser, not a lazer. But that aside, plasma is a state of matter that (I believe) only occurs at high temperatures. A ball of plasma would be physical, so it wouldn't really do anything other than make them really uncomfortable or slightly in pain - but it wouldn't kill them, or injure them. And how would you turn them into plasma, anyways? Elemental control over something doesn't allow you to turn something else into it. A Toa of Lightning can't turn somebody into a bolt of lightning, and a Toa of Fire can't turn them into a fire.
-Toa Levacius Zehvor