None that can hurt him?

[The Saucepan Man]

Originally Posted by Neithan

For this reason we cannot discount the theory of Gandalf being clothed so easily.

It never occurred to me to think of him as anything but incarnate as Gandalf the White.

But the words of Tolkien himself allow us to discount the theory. Letter #156 (a draft addressed to Robert J Murray dated 4 November 1956) provides a fascinating analysis of Gandalf's death and return. The relevant passage is long and I shall not repeat it all hear (although it bears reading if you have the Letters). However, the following excerpt is illuminating on this issue:

He was sent by a mere prudent plan of the angelic Valar or governors; but the Authority had taken up this plan and enlarged it, at the moment of its failure. 'Naked I was sent back - for a brief time, until my task is done'. Sent back by whom, and whence? Not by the 'gods' [ie the Valar] whose business is only with this embodied world and its time; for he passsed 'out of thought and time'. Naked is alas! unclear. It meant just literally, 'unclothed like a child' (not discarnate), and so ready to receive the white robes of the highest.

The words which I have emboldened show that Tolkien regarded Gandalf the White and incarnate.

Originally Posted by Assasin

Why would he be brought back just to die again?

If Gandalf the White was "immune" from (physical) death, then wouldn't it rather lessen the tension of the second half of the book? No, he could have been killed. That's why the West was in such deadly peril. Had he fallen, then there would have been little hope left.

I suspect that his words to the Three Hunters involved, as has been suggested, a measure of foresight. He knew that he would not be killed by their weapons.