[Boromir88]

I always thought it was a Nazgul too (although it can't be for certain). I'll get to that more in a bit. Aye, but first:

The reaction of the Dwarves was also rather profound for an ordinary Man (because that is essentially what the Mouth was).~Kuru

But the Mouth wasn't really your ordinary man. When we are first introduced to him he is actually described as being like a Ringwraith:

The rider was robed all in black, and black was his lofty helm; yet this was no Ringwraith but a living man.~The Black Gate Opens

Though the Mouth truly was a man, he was in some ways like a Ringwraith. However, I doubt the Mouth could inspire the fear into people the way Ringwraiths did.

The wraiths relied heavily upon fear:

Their peril is almost entirely due to the unreasoning fear which they inspire (like ghosts). They have no great physical power against the fearless.~Letter 210

This messenger certainly put fear in the dwarves:

'At this we were greatly troubled, and we gave no answer. And then his fell voice was lowered, and he would have sweetened it if he could.'

'At that his breath came like the hiss of snakes, and all who stood by shuddered.'

'Heavy have the hearts of our chieftains been since that night. We needed not the fell voice of the messenger to warn us that his words held both menace and deceit.'~The Council of Elrond

It could be that the Dwarves were scared just in the fact that they denied Sauron's offer of peace and they were troubled about what was to happen next. However, I don't think so, as emphasis always seems to be placed on the 'fell voice' of the messenger. Also there is the 'hiss of snakes' which we know is another distinct quality of the Ringwraiths.

Also, the messenger was out for information. It wanted to find out about 'the thief' (Bilbo) and where he was with this ring he had 'stolen.' At this time it were the Ringwraiths who were going around trying to gather information about 'Baggins' and 'Shire.' So, I definitely agree with Kuru that it was a Ringwraith who was the secret messenger.