Mansun

The main reason for PJ to make the Witch King seem more superior to Gandalf was probably to make up for the fact that Sauron himself could not be used properly for battle in the film. Therefore, another character of great power had to be used as the main source of terror and invincibility, If Gandalf was to be potrayed as more powerful than the WK, it would have made a laughing stock of the WK as the main threat from Mordor. In the book, Gandalf appears a little anxious of the might of the WK, sensing that he is close to Gandalf's power, and while I don't think the WK would defeat him, I think he could still withstand Gandalf, so the real fear of resulted from the idea of who could destroy him?