Part of the question, no doubt, must be what counts as a "lasting" abode in the course of a 2000-year incarnation-inhabitation of Middle-earth. If Gandalf rented a flat in Minas Tirith for five years, would that count as "lasting?"
I'm being mildly facetious, of course--I don't think they'd have called it a "flat" anyway.
But, that said, 2000 years is a LOOOOONG time. What is more, unlike Saruman and Radagast, Gandalf seems to have taken the time to get to KNOW the people of Middle-earth, and this suggests to me that he must have dwelt AMONG them, not just passed through now and then.
Mind you, this is no different than what has been suggested on this thread already, that Gandalf had familiar haunts where he spent a lot of time, but I would expand that list from Rivendell and the other Elven realms. Two millennia is a considerably long time. What's more, we know that Gandalf had to have spent enough time in the Shire during the Old Took's lifetime to acquire an in-depth knowledge of its families, geography, and customs. Furthermore, the suggestion that "Incanus" is a Quenya name given to Gandalf in earlier Gondor, while of only secondary canonicity (disputed as it might be by the alternative claim to be a name from Harad), might be taken as evidence that Gandalf had a base/home there in the time of the Kings that was later abandoned--perhaps he started spending most of his time in the North-Kingdom due to the near-by presence of Angmar.
As I said, I don't think I'm suggesting anything terribly new--just broadening the scope of what has been said. An abode that lasts five years might be pretty stable for me, but I hardly expect to live a century, let alone twenty of them!
Furthermore, it occurs to me that a key distinction between Gandalf and Saruman (and I include Radagast with Saruman here) is that Saruman
dwells apart from the people of Middle-earth. In other words, the "sin" of a fixed dwelling is that it separates him from the people he is supposed to be among. Gandalf, on the other hand, by not having "his own" place anywhere (regardless of how long he may have settled for a time here or there), always dwells
with and among the people of Middle-earth. Given the role of the Istari as kindlers of hope and prompters of action against Sauron, this seems an important point to note.