[Lotrelf]

Gandalf's reaction was same as Galadriel, and he feels the pull as well, but I don't think he is really as tempted as Galadriel. Because he does not let himself do it. Someone who comes in the contact of the Ring, and goes unaffected must be someone of the "mightiest will" and the mightiest will is of Eru. My point is, Galadriel actually feels the pull, and probably more than Gandalf. This does not mean Gandalf hasn't resisted it, but Gandalf was not as tempted, or he was not in such circumstances.
The case with Galadriel is that she allows herself to do so(because she has reasons, and being the Wise, I don't think, she'd give in too easily), while Gandalf doesn't.