To bounce off of what Kath said, it could also be the difference in their minds. Gollum had a much weaker mind, and had grown used to possessing the ring after succumbing to its power. It's easy to think that Bilbo had a stronger mind and therefore was able to escape from its power more often, while it was the only thing Gollum had ever loved. Of course, they were both some form of Hobbit, relatively, so the hobbit-strong mind characteristic doesn't quite work...
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I sang of leaves, of leaves of gold, and leaves of gold there grew.
Of wind I sang, I wind there came, and in the branches blew...
-Galadriel
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