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To reverse thread for a moment, note that Gandalf had to 'leave' the Fellowship. Just as in the Hobbit where Bilbo suddenly finds himself bereft of Gandalf's guidance outside of Mirkwood, Frodo must lose the Wizard's help and so determine his own course. It's even stated in the FOTR that 'even if Gandalf were here, the decision would still rest with Frodo' (or something).
If Gandalf were to shepherd the ring and bearer to the Crack, what effort would it have been for Frodo knowing that the Wizard was always there to help - even if he never used the help. Frodo needed to think that he was on his own, and only reluctantly does he take Sam along with him - though Sam is still technically always following Frodo's lead.
Anyway, if Gandalf would have escaped the Bridge fall, not sure how the story would have progressed. Would he have experienced another fortunate accident? Assuming that the Fellowship hang out at Lothlorien for a while then continue down the Anduin (and that's already a big assumption), I assume that he would have accompanied Frodo to Mordor along with Sam.
Merry and Pippin would have protested (as in Rivendell), but either they would be orc luggage or sent off with the 'going to Gondor' group (note that the orcs make sure that this group goes to Rohan instead).
Aragorn, feeling no need to help Frodo as Gandalf was there, would go to Gondor with Boromir. Assume that Boromir was still itching with Ring-lust, he may have done the same thing as in the book, and ends up floating in a boat.
Gimli and Legolas would have followed Aragorn.
So assume that the FOTR are sitting around the fire, waiting for Frodo to decide whether he will go East or West. Boromir does his thing, and we have events just as in the book with the exception of Gandalf telling Aragorn to 'go after the hobbits while Sam and I look for Frodo.'
That would allow for the book to continue along the same lines for the Three Hunters, the Rag Tag and the Steward's Number 1 son.
Now you could have Gandalf fighting a rear guard action ("They brought a Roggie!") while pushing Frodo and Sam to escape across the River ("Fly, you fools!"). If he powers up, then he could go and help the Rohirrim against Saruman as Frodo is no longer in sight. This allows for Gollum to be the guide.
Or Gandalf, Frodo and Sam make it across and somewhere on the trip to the Crack Gandalf sells himself to aid Frodo's journey (Shelob, etc). Or, at the very end, Frodo puts on the Ring and subdues Gandalf. We could still have Gollum pursuit, and he could still definger Frodo.
This still leaves the problem of Saruman. Maybe Aragorn could use his healing abilities to exorcise Theoden. Treebeard contributes help without Wizard request, and in the Voice of Saruman you could substitute Aragorn for Gandalf (Strider receives the Elfstone from Galadriel that wards against babbling Maia?). Saruman doesn't get destaffed until after the war, yet is shut up in Orthanc impotent during (we see how useful his staff was during the Ent attack).
Anyway, that's my spin. Still think that it was essential to the story to lose Gandalf.
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