[obloquy]

Yes, those Mr. U, and this one:Unfinished Tales

To the overthrow of Morgoth he [Manwë] sent his herald Eönwë. To the defeat of Sauron would he not then send some lesser (but mighty) spirit of the angelic people, one coëval and equal, doubtless, with Sauron in their beginnings, but not more? Olórin was his name. But of Olórin we shall never know more than he revealed in Gandalf.

I believe this quote comes right after Tolkien introduces the Manwë possibility.

This one speaks to Gandalf's humility (which also explains the 'I fear Sauron' dialogue):The Silmarillion

Galadriel indeed had wished that Mithrandir should be the Lead of the Council, and Saruman begrudged them that, for his pride and desire of mastery was grown great; but Mithrandir refused the office, since he would have no ties and no allegiance, save to those who sent him, and he would abide in no place nor be subject to any summons.

Here's another interesting one from Letters:

Gandalf alone [of the Istari] fully passes the tests, on a moral plane anyway (he makes mistakes of judgement). For in his condition it was for him a sacrifice to perish on the Bridge in defence of his companions, less perhaps than for a mortal Man or Hobbit, since he had a far greater inner power than they; but also more, since it was a humbling and abnegation of himself in conformity to 'the Rules': for all he could know at that moment he was the only person who could direct the resistance to Sauron successfully, and all his mission was vain. He was handing over to the Authority that ordained the Rules, and giving up personal hope of success.

This tells us that Gandalf had made himself wholly subject to the rules of the Istari, and would not break them even if it meant the failure of his mission. This explains why, before Gandalf meets with Eru (at which time Gandalf (or more accurately, Olórin) may not actually have been enhanced in native power, but rather allowed to use openly more (or all, if you consider that Saruman was probably no longer observing any of the guidelines for the Istari) of his inherent Maia power), Saruman was able to bully Gandalf, the greatest of the order. Saruman knew Gandalf was the greatest, but he also knew he was subject -- slave -- to the rules of the order and mission.

The quote above also implies that Gandalf's nature was greater than that of the Balrog of Moria.