Dear Grondmaster that pages doesn't prove anything.
I still go for the winged version though my statement about the appaerence of the wings has changed to the wings are made of shadow. Afterall we are dealing with a maya whom didn't need to take physical form so i think the wings could be made of Shadow (it's a fantasy book after all)
wringwraiths, sauron etc blah blah blah
and for not being able to fly.. well chickens can't strousses can't pinguins can't do i need to go on? So his wings were used for terror to impose fear upon it's beholders
as for it's size remember Gandalf, whom appeared to grow in size (speaking to bilbo about the ring during is farewell thingie
this is a really nice discussion we could go on (as the post off plastic suggested if believe there are wings there are if not there aren't this reminds me some how of the discworld)
as for Gadalf came flying down the stairs .. well Isomehow always imagined he was flying.... just hovering above the ground.. coz if he could actually fly he didn't need a bird to escape from Orthanc
*Disclaimer* Okay me English isn't very good so I'm not sure I understood everything said in that article. I'm even very sure I didn't :D