Where did Gandalf live?

[Farael]

I don't think Gandalf had much time "between jobs"... he seemed to be ever travelling and helping out where he was needed. I am guessing that when he needed to regroup and recuperate his strenght he'd head out to either Rivendell or Lothlorien. If there are written indications of what he did I do not know, but given his relationship with both Elrond and Galadriel I'd think that Gandalf would head out to their cities when he needed a break.