Good questions, Jack... I must say I would be somewhat interested in answers myself, especially on the traveling from realm to realm bit (can a magical being travel onto Earth and affect the creatures there, much as described in some folk tales, for example?)... 
I would speculate, though, that using their powers might affect differently might also affect different beings differently? I'd imagine such as beings with flight or unnatural strength would simply get tired, witches and warlocks are actually described to mutate physically in the OP, shifters cannot shift for some time in some circumstances as described in the OP, those who passively use their voice and other natural talents probably suffer little, the effect of using elemental powers may vary between actual elementals and angels/demons, and so forth... I kind of have in mind for my own being to have a mix of different effects depending on what power is being used at the time being. 

 - I actually did start to write something, but did not quite finish ... I have difficulties writing personality-sections out of blue, so I started to fill out the relationship-chart section to figure out what is she like through her views on others and so forth. Well, and I tend to write rather elaborately. Expect the biography to become a short story and kill the forum's character limit. 

@Cthulu: Thanks.