Gandalf's true name is Olorin, and he is a Maia, that is to say a Spirit of the second order, the first being that of the Valar. He is then of the same nature of Sauron. The texts show that Sauron was at first mighty in the people of Aulë, or maybe the most powerful of his servants ; so as one of the most powerful Maiar, he was probably stronger that Olorin - but this is a supputation. What else do we know? Sauron, at the end of the Second Age, was more powerful than his master Morgoth (whom he served after Aulë) at the end of the First Age (because he had lost all his native power since he had disseminated it into the whole World) THAT doesnt make any sense. A maiar less powerful than a Valar? Give me a break!. With the Ring Sauron probably exceeded all the other Maiar, including Eonwë. It was very difficult for the Last Alliance to overthrow his military power at the end of the Second Age ; and, even though Sauron's body was not as powerful as it might have been (for he was slain not long after his return from the abyss created by the Downfall of Numenor, and his hroä [whether it was him who created it, or he captured the hroä [=the body] of an Elf] was weaker) it took the death of Gil-Galad and Elendil, and a hard fight with Isildur - so three great captains - to defeat him. YES two elves and a man (plus their armies)... that's still peanuts compared to the power of several Istari or of a Valar.
The things were different after the loss of the Ring, in the Third Age. Sauron's own power had greatly decreased ; for he had put in the One Ring most of his strength. He was still able of terrible deeds and was still very strong in will, terror, political influence, and dominion over Men and his evil servants. But his "personnal" power was terribly lesser. If he had regained a new embodiment (whether it was human form or else) he extremely feared its loss, and thus never went himself in front of his ennemies, as he might have done before (willingly during the wars against the Eldar and at Numenor, and thereafter not willingly). At least do I understand that way his flight from Dol Guldur.
So was Gandalf stronger that Sauron? We have many clues, to answer that question. It is said in the Tales that the Istari were not sent to fight against Sauron directly (the Powers remembered what had been lost to end Morgoth), and when they arrived in Middle Earth, they had a body, and were restricted in their power. Actually as they were only Maiar, they could not "end" Sauron by themselves. They could make him flee (they did in Dol Guldur), no more, except if they found the Ring (for them alone in Middle Earth were able to effectively defeat Sauron with It). But they were certainly more powerful than Sauron insofar as they were not dislocated as him : but not enough to defeat him. Sauron was only strong thanks to the rings and thanks to the 'aura' of evil around him, the legacy of Morgoth.
There is at least one instance of a fight between Gandalf and Sauron. It is a fight of wills, a conflict of a "spiritual" kind we could say, and not made by Gandalf to gain victory, but rather to turn away Sauron's attention from Frodo (read p.484-5 of the Harper Collins One Volume edition). And it is a success ; but Gandalf is exhausted afterwards, which indicates the strength of Sauron's will. Even him, Gandalf the White (for it is doubtful that he could have sustained such ordeal during his first embodiment), had been weakened by it.
Thus, it is clear that, even devoid of the Ring, Sauron was more powerful than Gandalf, whether he was Grey or White, but also than Saruman and the other Istari.