From Tolkien's letters, Letter 156 (emphasis mine):
When he speaks he commands attention; the old Gandalf could not have dealt so with Theoden, nor with Saruman. He is still under the obligation of concealing his power and teaching rather than forcing or dominating wills, but where the physical powers of the Enemy are too great for the good will of the opposers to be effective he can act in emergency as an 'angel' – no more violently than the release of St Peter from prison.
(Letter 156, incidentally, contains a great deal more information about Gandalf, his Maia nature, and his transformation from Grey to White. You can find it quoted at much greater length here.)
And from the essay on Istari in Unfinished Tales (again, emphasis mine):
their emissaries were forbidden to reveal themselves in forms of majesty, or to seek to rule the wills of Men and Elves by open display of power, but coming in shapes weak and humble were bidden to advise and persuade Men and Elves to good, and to seek to unite in love and understanding all those whom Sauron, should he come again, would endeavour to dominate and corrupt.
So yes, Gandalf is still obliged to take a physical form - to be "incarnate" as Tolkien put it - rather then revert to his true angelic Maia form. And even after his reincarnation as Gandalf the White, Gandalf is still weaker than Sauron. He says so explicitly in The Two Towers, chapter The White Rider:
"I am Gandalf, Gandalf the White, but Black is mightier still."
And the power of Gandalf would have drawn the attention of Sauron much faster than two puny hobbits. If Gandalf had claimed the Ring and walked into Mordor - perhaps even if he had taken Maia form in order to do so - then matters would soon have come to a confrontation with Sauron: a confrontation which Gandalf, despite his power, might not have won.
Note also that by the time he returned as Gandalf the White, the Fellowship was broken and the Ring was already well on its way towards Mordor. The only time Gandalf could have made the decision to take Maia form and bear the Ring himself was while he was still in his weaker form of Gandalf the Grey.
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