1.
Did Balrogs have wings? First and foremost, I dont understand why is this question so important,and popular on almost any tolkien related forum.
Second,I beleive that there could have been many types of balrogs,just like there were many types of elves (sindar,noldor,vanyar,etc)...so for example,some lower ranked balrogs didnt have wings,while the higher ranked ones had them. So it all could have been the matter of species or something...But this is just a speculation of mine, so...
2.
What is the color of Legolas' hair? I have always been convinced that Legolas was dark haired. After all, he was of sindarin heritage, and almost all the sindar elves mentioned in Tolkiens works were dark-haired (Thingol,Luthien,Daeron,etc) so Legolas must have dark haired as well, unless his mother (who is a complete mystery to us) was of vanyarian origin, or at least had an ancestor who was. I dont know, its complicated...
3.
What is Tom Bombadil? Its enough to know Golberry's quote from the book, to know the answer to this question:
"He is." and some other quotes like
"Tom remembers the first raindrop and the first acorn... he knew the dark under the stars when it was fearless — before the Dark Lord came from Outside." The dark lord, could have easily been Sauron after the fall of Numenor, but if that were the case, Tom Bombadil wouldnt have been "the eldest" as mentioned in this quote
"Eldest, that's what I am". So the dark lord must have been Melkor and not Sauron,thus leaving me convinced that Tom is acctually the incarnation Iluvatar.
As for the entwies...I dunno...they got cought by Greenpeace?...

Okay...I know...a very bad joke...