Tolkien's original idea was they did not all come on ship but came nearly at the same time. Around TA 1000, when Sauron began to move again and the Valar realized the Free Peoples would need help this time.
...They first appeared in Middle-Earth about the year 1000 of the Third Age...
The first to come was one of noble nien and bearing, with raven hair, and fair voice, and he was clad in white...
Others there were also: two clad in sea blue, and one in earthen brown; and last came one who seemed the least, less tall than the others, and in looks more aged, grey-haired and grey clad, and leaning on a staff.
- All fragments from the Istari chapter of Unfinished Tales.
Towards the end of his life, while revising the history of Glorfindel (and establishing him as the Glorfindel from the Silmarillion). He decided both Glorfindel and the Blue Wizards came back in the Second Age.
The 'other two' [Blue Wizards] came much earlier, at the same time probably as Glorfindel, when matters became very dangerous in the Second Age, Glorfindel was sent to aid Elrond and was (though not yet said) preeminent in the war in Eriador. But the other two Istari were sent for a different purpose. Morinehtar and Romestamo. Darkness Slayer and Est-helper. Their task was to circumvent Sauron; to bring help to the few tribes of Men that had rebelled from Melkor-worship, to stir up rebellion...
- The Peoples of Middle-Earth, Last Writings.