How do you change from a solid to gas with no intermediate liquad?

Going directly from a solid to a gas is known as sublimation. Going directly from a gas to a solid is deposition.

All gases can be solidified with appropiate temperatures. Then heated back to gaseous form.

Some substances can go straight from solid to gas phase by a process called sublimation. A gas going to a solid is a process known as Deposition.

Yes. Dry ice, for example.

Water changes from gas to liquid.