[The Might]

In all of LotR one thing is more clear than anything - Sauron needed no help from Saruman. He had so many forces in Mordor he could have destroyed everything alone, and I really mean everything. It was a great misfortune that something slipped into Mordor and all the way to Mount Doom, a truly unexpected event.

So if he was 110% sure he could anihilate all alone, why would he accept Saruman's help?

Give me one good reason for that. I doubt there is any.

He knew Saruman may try to backstab him and take his place as ruler and he was smart enough to avoid that. Plus, I am pretty sure people like Mouth Of Sauron would also not have welcomed Saruman, especially as they wanted the high posts as stewards over the western lands answering only to Sauron. So they may have dealt with Saruman before he even got to Mordor to ask for forgiveness.

Saruman did the only thing he could do, there was no other place he could enslave and rule with only a hand full of ruffians - the Shire was the perfect opportunity.
Ok, theoretically he could have tried to go East, past Mordor and to have Easterlings worship him, but even there Sauron had his agents and would not have tolerated competition, plus Saruman had a reason to go to the Shire - revenge.