As you say, many materials go through solid, liquid gas and sometimes plasma phases as they are heated at ordinary pressures. In the plasma, the atoms or molecules are ionized. Often (for example in solid salt crystals) they're pretty much ionized in the solid phases, and sometimes also in the liquid phase. Gas phases usually have few ionized particles, because the energy cost is high due to the larger distance between the particles.
I think that usually the plasma isn't really a separate "phase" from the gas. As you heat the gas, more and more molecules or atoms ionize. I believe that at ordinary pressures, there's no special temperature where that ionization changes in any special way. So there's not a phase change, like the one where liquid turns to solid. Also, between a gas and a liquid, there's only a phase change at low pressure. At high enough pressure the liquid just gets looser and looser without ever having a special change at a particular temperature.
As for whether you want to call some of these phase changes 'physical' or 'chemical', who cares? The point is we know what the ingredients are, how they're moving, how they're interacting. That's the real content. The names don't add anything.
(published on 06/22/09)