OLD SPOILERS 'Crystal Skull'
Obviously they get into the whole out of phase thing, which has the problem of not falling through the floor (mentioned in 'Wormhole X-Treme'), being able to breathe, being able to see without leaving red dots where the retinas are, being able to hear.
More importantly was the nintendo business. Carter accurately mentioned that nintendos are difficult to detect because they pass through everything. The fact that they can detect them is a sign of the extraordinary properties of the pyramid, which seems to slow them down and make them more detectable. Now, here comes the inconsistency. Because the nintendos have been slowed down, they can be very harmful- almost as harmful being near to an unshielded nuclear reactor. This seems extreme, but may be consistent. However, because nintendos pass through everything, there is no shielding. But if the pyramid makes the nintendos so ionising, why can't they be attenuated by a radiation suit or similar equipment?