[Gorwingel]

Probably someone else on the forum would know more than me about that. All I know is Gandalf was the only one who actually finished the mission that he was sent to do. Saurman was corrupted by Sauron's dark forces (there is probably a better way to word that). Radgast decided to keep away from the battles of the ring and Sauron, he decided to keep busy with matters of the earth, and the animals (there is probably a better way to word that too). And then we never hear about any of the other wizards (or at least in any of the books that I have read, maybe they talk about them more in HoME, but I doubt it) because I guess they were corrupted by the dark forces long ago.
Gandalf was "killed" by the Balrog, he gave up his life for the survival of the fellowship, thus the powers of Valinor sent him back to complete his quest. (ok, that is me doing my best, probably someone can fill in the blanks that I left out, and there is probably some other threads on this exact topic) So maybe he was the only one to complete the quest because he got a second chance.