And add the innate toughness of the Dwarves (Gimli) and the innate, erm, nimbleness of the Elves (for Legolas).
I related the Valinor Elves' being tough and nimble to Legolas, although on a much lesser scale. I've always pictured him such a nice warrior, not stocky like Boromir or Gimli, but a sort of Paris of Troy (totally coincidental guys, ok?) who, at the Iliad book, always shoots with his bow because it's much safer for him to do this rather than do actual swordfight.
But good point, why did those two remain unscathed in Moria? Although Gandalf fell, it would have been nice if there were more casualties brought to Lorien.