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Originally Posted by Inziladun
I would agree with Legate in that Gollum made his way out just before the Fellowship. He knew his way about, and did not need to follow them to be led to the exit. The last sighting of him by anyone in the group came while they camped in the large hall on the last night. From that point, he likely slipped ahead of them and went out through the East-gate, hiding where he could watch for them and resume stalking.
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This seems reasonable to me. Not being able to follow the Fellowship into the Chamber, he would have likely made his way to what he knew to be the exit point from Moria. He did something similar thing alongside the Silverlode, apparently waiting there for the Fellowship to depart.