Read
Unfinished Tales, there's a short but sweet little essay on the Istari (and another on the Palantir). It states quite plainly thatthe Istari were of the angelic order, the Maiar, but since that was never finsihed and published by Tolkien himself (it was actually one of the last Middle-earth bits that he wrote) it's of questionable 'officialness'.
Oh yes, and let's not forget that the Balrogs were also of the angelic order, spirits of lesser power then the Maiar but similar all the same. Just like Sauron, they were corrupted by Morgoth and were named the Balrogs.
And just a small request, let's keep the plot revealage to a minimum, yes? Be considerate, folks. The whole Gandalf thing is a bit tricky, so let people find out for themselves

Lastly, if anybody wants to have a Tolkien trivia match, I'm right here...
