[The Squatter of Amon Rûdh]

You just beat me to that one, Heren. Other names applied to Gandalf are lathspell and Stormcrow (neither particularly complimentary).

Mithrandir is Sindarin for 'The Grey Pilgrim', Incánus approximately means 'North-spy'.

The full quotation from The Hobbit reads:

Yes, yes, my dear sir - and I do know your name, Mr. Bilbo Baggins. And you do know my name, though you don't remember that I belong to it. I am Gandalf, and Gandalf means me! To think that I should have lived to be good-morninged by Beladonna Took's son, as if I was selling buttons at the door!"