Melkor who's common name is Morgoth was one of the Valar(Ainur) but he is no longer counted among them.
Sauron is a Maia and was the servant of Aule.
The 5 Istari were Curumo(Saruman),Olorin(Gandalf),Aiwendil(Radgast), Pallando and Alatar who were known as "Ithryn Luin" which means the Blue Wizards.They were sent by the Valar to contest the power of Sauron.
Read The Silmarillion and The Book of Unfinished Tales
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"The dwarf breathes so loud we could have shot him in the dark
"What an excellent spot I choose"-Gimli
"Would you like me to describe it to you or just fetch for a box"-Legolas
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