When was Gandalf in Moria?

[Boromir88]

Well, Glirdan there may be more, but there is this, and it should be sufficient to back ya up :

"Good Gimli!" said Gandalf. "You encourage me. We will seek the hidden doors together. And we will come through. In the ruins of the Dwarves, a dwarf's head will be less easy to bewuilder than Elves or Men or Hobbits. Yet it will not be the first time that I have been to Moria. I sought there long for Thrain son of Thror after he was lost. I passed through, and I came out again alive!"~A Journey in the Dark

And if I remember right Gandalf had gone searching for Thrain because he had one of the Dwarven Rings.