From the movies Gandalf really is my favorite. I love the wizard battle in the first movie and I think he did a really good job of playing all the sides, trying to bring everyone together for Aragon to take control and Frodo to have enough time to destroy the ring....
I really liked how Peter Jackson opened the Fellowship of the Ring with the battle against Sauron. That whole cut was just freaking awesome, it made me get goosebumps!