[Eldar14]

Sauron was originally a servant of Aule for a while, but somewhere along the line he was swayed by Melkor. Later, when Morgoth was ruling most of ME, Sauron was his one of his top thanes (had his own fortress and everything). Then during the Beren and Luthien story he was pretty much defeated and really didn't come back on the scene until the Ring of Power incident. Then after being struck down by Narsil he layed low untill he came back as the necromancer mentioned in the Hobbit.

Also, to clear up some of the Maiar, Istari, etc. confusion I noticed above. All of the people one class below the Valar who came to Ea were the Maiar. Now there are a couple subgroups of the Maiar, namely the Balrogs (servants of Morgoth) and the Istari (the wizards sent over later: aka Gandalf, Saruman, etc.)

Lastly, I don't think TB is a Maiar. I don't remember the exact wording, but in either Sil or something, when it was describing all the Valar going to Ea after their music, it said that the people who went were the Valar, the Maiar, and many other spirits, or something like that. So some of the characters I think fit into the third category, like TB and Ungoliant.