Hmm, the Leggy walking on snow part: perhaps Elves have hollow bones?
Another one that's bothered me since I saw it is this: Gandalf survives the fall when he's battling the Balrog because he falls into water, right? Well, when your fall is more than a certain height (100 ft, I think, though I may be pulling that number from thin air), unless you land juuuuust right, water is as hard as concrete. And I didn't exactly see him and the Balrog stop fighting long enough to make sure they hit the water right! Think about it in terms of the hardest bellyflop in recorded history. They'd snap their spine!
Oh, not to mention the fact that they fell so far and still lived, no matter what they hit. Because gravity is an
acceleration, not velocity, the longer you fall the faster you go. Wouldn't it reach a point long before they hit the water that the pressure was just too much for them to stand, and (especially Gandalf's scrawny self) would've literally been crushed to death by the speed?