I have to assume that in the course of a millenium he'd have gotten almost
everywhere. But in terms of major focus, he seems to have been the wizard
of the North. My unfounded theory of the day is that he was from the
first a councilor to the Kings of Arnor, and signally failed to save the
realm. Saruman, on the other hand was an advisor to the Kingdom of
Gondor, and just managed to pull out a save. I rather think that
Saruman's jealousy was behind Gondor's rejection of Arvedui; he wouldn't like
'Gandalf's' royalty in 'his' kingdom.
No doubt the Blue Wizards had similar areas of
responsibility, where they chose to become priest-kings or gods.
Personally, I'd think it would be more orderly for one to have gone east and
the other south, but Tolkien seems to have preferred not to think about them
more than absolutely
nesessary.
