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I think Ingo makes a good point that one cannot decide the outcome of a battle purely based on the hierarchy in Middle Earth. Both Glorfindel and Ecthelion took down Balrogs in the Sack of Gondolin, and yet both were Elves (although mighty ones). Moreover, the particular powers that a figure has in Middle Earth is not necessarily the same as what they had in the Undying Lands, for example. And of course, it is Eowyn and Merry who finally take down the WK, despite their being relatively ordinary mortals.
Still, I think the problem with the Witch King and Gandalf is that the new powers of Gandalf were played up, both in the book and the movie. In the book, the WK is said to have been given new powers by Sauron, but Gandalf has been given additional powers as well, and as Gandalf says in meeting Aragorn, Legolas, and Gimli again in Fangorn, "no weapons can hurt me". So I think there is a real problem in consistency here--it simply doesn't make sense that Gandalf should be de-staffed and unhorsed so easily...
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