You have to realize that Tolkien wanted Middle-earth to be as realistic as possible, NOT some fairy-land governed only by magic or such things. It would be ridiculous to expect Sauron to run his empire without money. Mordor was a twisted wasteland with few natural resources, so he would need to trade with other countries for the metal, wood, etc. he would need to build and equip his armies.
Also, I don't believe that the Haradrim and Easterlings were slaves at all, but willing political allies. Someone correct me if I'm wrong.
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