From the movies Gandalf really is my favorite. I love the wizard battle in the first movie and I think he did a really good job of playing all the sides, trying to bring everyone together for Aragon to take control and Frodo to have enough time to destroy the ring....
I really liked how Peter Jackson opened the Fellowship of the Ring with the battle against Sauron. That whole cut was just freaking awesome, it made me get goosebumps! Gotta give credit to Howard Shore with his musical scores, they really made the opening scene and the fight scene between Saruman and Gandalf! I bought the CD, it is excellent!