Gandalf was a Maia, just like Saurmon and Sauron...he came from the east into the west, unlike some other wizards (the blue wizards) And since Sauron was "exiled" from the order of the wizards, Gandalf (being the super-duper cool guy he is) got the be head honcho.
Gandalf sort of illustrated god's hand on earth. Because the Maia are second to the Valar, which are the great beings living in Valinor (the Grey Havens "across the sea" where the elves go...and select others)
So I guess Maia could be considered angels...though a lot of those angels are...not so good. *If I remember correctly, I believe the Balrog was a Maia as well...*
I don't think anyone in JK's book is quite at Gandalf's level, neither is the plot of Harry Potterthat, intense (not that it's not good...it's just not a lifelong study...) So, though I hate to say it, I don't think anyone will be pulling a Gandalf *come back whenever, die, come back again...die some more...and so on...* Unless JK has some SERIOUS plot changing in mind.