How did Gandalf get his stuff back?

[Ñólendil]

What I mean is, after he fought the Balrog at the tower of Zirakzigil, he was transparent and I don't think he could have gotten back Narya and Orcrist. The staff could be explained in that he got a new position, but he has the Ring of Fire and Orcrist later on in Lor and he didn't cart them out.

Glamdring and Narya may have been waiting for Gandalf on the Peak when he returned from Death, and maybe he carried them with him when Gwaihir came by to pick him up. I know it was Galadriel who clothed him in white. His staff was broken on the Bridge, and I suppose he must have come by a new one somehow, though both staffs were grey ash-wood staffs.

Well, it makes sense that when the Valar sent him back to ME with a stronger body and mind, they would also give him a stronger staff.

Tolkien says in a Letter that when Gandalf died, he left Space and Time altogether. He was sent back by the One, not the Valar. [/nitpick]