You have to remember... Gandalf dissapears in the Hobbit because he's working with the rest of the Council to drive out the 'Necromancer'. And to be honest, the dwarves and Bilbo didn't exactly need him to look after them, although they did think so. And in LOTR, Gandalf didn't intend to fall on the bridge, but he still turned up again later.
And with Frodo - he may sound very quiet, weak and sad, but he was carrying the burden of the ring. He has to be given some credit for it... he suffered so much over the whole story, it's amazing he held up for all of it.
One of the things that frustrates me the most, though, is how a lot of people think Boromir is evil, always thinking of betraying Frodo and the Fellowship. I think that he was actually quite valiant, but it was the weaker will of men that let him down in the end. Also, in the Two Towers, there is a bit of a mis-interpretation of Faramir, I think. He's shown sort of as a cruel person, with negative intentions with the ring, but it's sort of cleared up in Return of the King, when it's implied that he took Frodo to Osgiliath, wanting to give his father the ring so he would be thought of better in his father's eyes. None of that happened in the book, though.