If you are referring to The Hobbit, then Thorin.
But, if you are referring to The Lord of the Rings, then that would Aragon.
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Dain took over the Lonely Mountain and Balin was the leader of the remaining dwarves in the company.
Gandalf believes in Bilbo, and he says in the book that he wouldn't of brought-en him if he wasn't in good use.
They all look different They have different colored hoods.
Gandalf's first action in The Hobbit is to show up on Bilbo's doorstep, and get invited for tea. He shows up a bit late, having told a few dwarves looking for a burgler to stop by as well. These dwarves, at Gandalf's advice, hire Bilbo for the position. Gandalf then accompanies them for a part of their journey. While with the dwarves and Bilbo, he saves them from three angry trolls and rescues them from the goblins of the mountains. With this accomplished, and the dwarves well on their way to their destination, Gandalf leaves them to go do something else that needs doing. Gandalf left the dwarves, in fact, to go and deal with an evil power growing in the south of Mirkwood Forest. This power is referred to as the Necromancer in The Hobbit, and turns out in the sequel to be the dark lord Sauron, who held Middle Earth in terror for a thousand years. Gandalf, and a few wizard friends, successfully drives the Necromancer/Sauron from Mirkwood. Since their foe simply pretended to flee and then sent a few henchmen to take it back, the action wasn't really all that useful, but it's the thought that counts. This done, Gandalf returns to the dwarves, and is there in time to warn them of an approaching goblin army. After the goblins are defeated, Gandalf guides Bilbo the hobbit back home, and goes off to do whatever wizards do.
No one becomes alice. Kirakishou traps them in a picture(I think). Suigintou, Suiseiseki, Souseiseki, Shinku trapped, and Hinaichigo already died. So it leaves Kanaria and Kirakishou, but the manga ends without saying who becomes alice.
He had other pressing matters. You find out later that he drove the Necromancer (Sauron) out of the Mirkwood area. Addendum: The above is definitely the reason given in the Hobbit: Gandalf and the White Council drive Sauron from Dol Guldur forcing him to relocate to his old realm of Mordor. It turns out Sauron was ready for this and didn't suffer much from the displacement. However, it should be noted there's also a literary reason for this. In terms of plot and Bilbo's development as a heroic character, it really is required that Gandalf be moved offstage. Gandalf is too powerful, too capable, and too overwhelming a figure. If Gandalf's there, he'd wave his staff, say a few words, and all problems would be resolved and we'd have a book without drama. Gandalf can handle a few spiders and would just talk to the Elf King who he's probably on a first name basis with. Because Gandalf is gone, Bilbo is forced to assume the mantle of leadership and save the dwarves from the spiders, then the elves, and then confront the dragon alone. This is pretty common in literature and movies. The hero must be left to face adversity alone because its through this process that he or she becomes the hero.