They did come around the same time (which isn't known) , but Saruman arrived
first. Then, later, Alatar and Pallando, Radagast, and any number of unknowns
came on seperate ships. It is certain that Gandalf was last. The time in
between these landings is not definite, but they were probably not far apart,
for all of the Wizards recieved their mandate at the same time.
As for comparing to Gandalf, it was generally known that Saruman was more
powerful than he. However, since Gandalf was the only one who succeeded in his
task, I would say that he is the
greatest.
