No.
The Istari were Maiar who were sent to Middle-earth from the Blessed Lands. They arrived by ship at the Grey Havens. At the End of the Return of the King when Frodo, Gandalf and company set sail from the Grey Havens, they were sailing back to the blessed lands.
Although Maiar are angelic beings or lesser gods, they were sent in the form of men. They did not possess all of their natural power and suffered from the same weaknesses of any human.
They were sent to help the people of Middle-earth to fight Sauron, they were not sent to fight Sauron directly. I hope that made some sense, I'm really tired.
[ August 02, 2003: Message edited by: Nils ]
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