One more. What's the best way to capture an ethereal?
Lucky Star. Its damage is just that good.
That aside, we can take a look at your standard ethereal commander resistances (worst case):
0% choking: knockout grenades are no-go;
40% charm: bad touch requires melee, seduction will fail, and wand of peace is not strong enough;
50% daze: obviously, handles don't work that well, but there are plenty of other daze sources, like stun bombs, which will work well enough vs. ethereals. You'll need more than one though;
50% mind: very few sources of mind stun damage (namely, only lucky star and mental whip), but they both will work to some degree since they ignore armor;
70% electric: don't hit them with prods, use lassos instead;
100% bio: there's only one weapon IIRC that stuns with bio damage, that'd be impaler, but if you have it, it'll be even better than lucky star.