I also tend to think Gollum got out before them. I think it was rather obvious that they were passing through Moria, and thus there would be only one place for them to exit. As I recall, Gollum did not follow them into Moria; he was already there, and drawn by the Ring, picked up their trail. My suspicion is that once they got closer to the east door, possibly during the night they slept in one of the upper chambers, he scooted ahead and out to a place where he could watch for them, safely away from the interference of Orcs and any other servant or ally of Sauron who would either take the Ring to him or want it for him/her/itself.
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Call me Ibrin (or Ibri) :)
Originality is the one thing that unoriginal minds cannot feel the use of. John Stewart Mill
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