Geometric Proofs of Calculus Theorems

As people have already told you in the comments, geometric interpretations of problems are extremely useful to find the solution, but then to make it rigorous you have to be very careful and prove things formally. The reason why you have to do it is fallibility of geometric intuition as @Andre wrote. Maybe I will not answer completely your question, but there are three examples about geometry and they are not the only:

  1. Fat Cantor Set: could you imagine that the subset of $[0,1]$ with an empty interior, dense nowhere can have a length very close to $1$?

  2. Poincare conjecture formulation may seem to be very logical at the first glance, simply solvable by geometric methods you described though this problem appeared to be complicated and offered a money prize comparable with Nobel prize.

  3. Finally, have you read about Banach-Tarski paradox? That fact seems to be impossible if you only rely on simple geometrical arguments.

One more point: if you're interested in more motivation and examples, these books can be of interest for you: for calculus see Counterexamples in Analysis and for more complicated but not less geometrical math see Counterexamples in Topology.