I wrote in a synopsis at www.gaudiya.com in the Theology-section about Bhagavan and His sequential expansions from Svayam-rupa to Purusa-avataras and the avataras manifest through them into this world. It is based on Caitanya's instructions to Sanatana and Rupa Goswami's Laghu Bhagavatamritam.
There is also a diagram you will certainly find helpful in examining the hierarchy:
http://www.gaudiya.com/image/manifestations.gif . Though in the diagram above all the forms of Bhagavan concerned with this world are placed under the category of Svamsa, the others are manifest from the group of Purusa-avataras, more specifically from Ksirodakasayi-Vishnu.
As far as Caitanya and Nityananda are concerned, they are nondifferent from Krishna and Balaram respectively, so they are to be understood parallel to them.