Always note that, however powerful or weak Gandalf may have been in regards to the Witch-King, he had the Achilles' heel of caring about others, even the slaves of Mordor. The WK, as he rides (not flies!) towards and into the Gate at Minas Tirith, heeded not the dead or dying, whether friend or foe. All that mattered to him was to do his Master's bidding, with hopefully the chance for a little fun on the way. Gandalf, though, could be swayed at the taking of a hostage, even if he were more powerful than the WK (note the words of the Mouth of Sauron at the Morannon. He didn't say anything about killing Frodo...). Plus there's always that command that Gandalf was given not to match force with force, and so he could not fight Sauron in the way that PJ may have liked.
By the by, though tangential to the movie WK-Gandalf question, I've enjoyed the recent discussion.
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There is naught that you can do, other than to resist, with hope or without it.
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