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It has been a while since I read the Lord of the Rings novels (don't have a copy at the moment) but I seem to recall he went to Hobbiton at least once, as the young hobbits were always excited to see him.

Did he travel there often?

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    I don't have access to the necessary sources to back this, but I know it was occasional and at least once a year -- he participated in the Midsummer festivities, as described in Fellowship. I look forward to seeing the answers in full form! – Slacklord the Terrible Jun 16 '16 at 20:09
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    @Axelrod There's no indication that Gandalf continued to attend Midsummer festivals after the Old Took died; we at least know he wasn't setting off fireworks at them – Jason Baker Jun 16 '16 at 20:33
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    Actually pretty often, but Bag End's Internet connection kept going down, so B & F couldn't get the Google Calendar reminders of Gandalf's visits. They were always away when he showed up. – Matt Gutting Jun 17 '16 at 2:18
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    Yes. I did. Any other questions? – Mithrandir Jan 18 '17 at 14:29
  • @Mithrandir, hehehe :-) – user35594 Jan 18 '17 at 15:28
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Not exactly often

It was certainly often enough that he was known to the hobbit-children when he showed up for Bilbo's party in T.A. 3001, sixty years after the events of The Hobbit (emphasis mine):

They knew [Gandalf] by sight, though he only appeared in Hobbiton occasionally and never stopped long; but neither they nor any but the oldest of their elders had seen one of his firework displays - they now belonged to the legendary past.

Fellowship of the Ring Book I Chapter 1: "A Long-Expected Party"

We're only told of one specific visit between The Hobbit and Bilbo's party, in T.A. 2949:

2949 Gandalf and Balin visit Bilbo in the Shire.

Return of the King Appendix B: "The Tale of Years" (ii) The Third Age

However, presumably he visited at least a couple of times each year; a later entry tells us that Saruman begins tracking Gandalf's movements, and notes his particular interest in the Shire:

2953 Being jealous and afraid of Gandalf [Saruman] sets spies to watch all his movements; and notes his interest in the Shire.

Return of the King Appendix B: "The Tale of Years" (ii) The Third Age

After Bilbo's party, he visits Frodo in T.A. 3004, and then only a few times over the next four years:

3004 Gandalf visits Frodo in the Shire, and does so at intervals during the next four years.

Return of the King Appendix B: "The Tale of Years" (ii) The Third Age

Gandalf's travel schedule being so erratic, this is about the best we can do.

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    Gandalf's schedule isn't erratic. He leaves and arrives precisely when he means to. – Slacklord the Terrible Jun 16 '16 at 20:45
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In addition to the above answer, I could add...

It seems even Tolkien wasn't sure.

For three years after the party he had been away. Then he paid Frodo a brief visit, and after taking a good look at him he went off again. During the next year or two he turned up fairly often...

Fellowship of the Rings (The Shadow of the Past)

Then suddenly the visits stopped.

It was over nine years since Frodo had seen or heard from him...

Shadow of the Past

This continues into Three's Company

Gandalf stayed in the Shire for over two months...then he suddenly announced that he was going off again.

After that, as far as I can remember, he did not return until sometime after the Grand Adventure was over.

5

As a point of interest, and even though this question already has an accepted answer, I would like to add that Appendix B, The Tale of Years, contains the following entry in the section for the Third Age (emphasis mine):

2758: Rohan attacked from west and east and overrun. Gondor attacked by fleets of the Corsairs. Helm of Rohan takes refuge in Helm's Deep. Wulf seizes Edoras. 2758-9: The Long Winter follows. Great suffering and loss of life in Eriador and Rohan. Gandalf comes to the aid of the Shire-folk.

As far as I know, this is the first recorded contact between Gandalf and the Hobbits. The scale of the Long Winter was such that the Shire may have been wiped out completely, had it not been for Gandalf's intervention. We can now see that Gandalf has been visiting the Shire for at least 260 years.

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