They don't bring it out so much in the movie, but in The Return of King Gandalf has to give up what he wants to do for what he needs to do. Gandalf wants to be out in the Battle of Pelennor Fields, however Denethor has gone mad and Gandalf is the one who needs to stop him. Just when that crisis is over, Gandalf's efforts to join the fight are stopped because Merry, Eowyn, and Faramir need him in the Houses of Healing.
How often do we find ourselves wanting to be a part of something excellent, willing to stick our necks out with bravery and to do all things with honor, only to find that we are needed in our own "Houses of Healing"?
It's popular to talk about conviction as we walk through the grey, but it's less so to talk about duty.