[The Squatter of Amon Rûdh]

So nobody has Sauron down as a collector of cuddly toys, then?

This is probably why we never see the inside of Barad Dur: there's probably a depressing air of professionalism about everything that bores and horrifies at the same time. Perhaps he has an "in" tray; maybe a ledger called the File of Facts, that contains a colour-coded map of Mordor and *all* the ways of skinning a cat; perhaps, I shudder to say it, a board behind his desk bearing a corporate command structure (top-level: The Dark Lord Sauron - proprietor. Next level: Everyone else - vassals).

Truth to tell, Sauron would be pitiable if endowed with less power. His only real source of enjoyment (I doubt he ever has what we'd call "fun") seems to be the suffering of others, especially when brought about by his cunning. I'd say that he's a fan of Saki's Chronicles of Clovis, chess and, perhaps, the Times crossword, were it not for the fact that I don't think any of these things exist in Tolkien's universe (well, definitely not H.H. Munro and The Times at any rate), but he'd like anything that allowed him to wallow in his own cleverness and superiority.
At school we'd have referred to Sauron by the technical term "prat" or words to that effect.