[Legolas]

Nothing translates directly to Smaug not obeying Sauron. Glaurung followed Morgoth's order. The fact that he used his own 'counsel' is an even greater asset - he can obey the commands of Sauron, and think further for himself to act in situations where Sauron isn't present to give explicit directions.

The dragons of the Third Age were weak in comparison to the dragons of the First Age. Smaug wasn't exactly the most cunning being either, as we see in The Hobbit. He'd be dealing with Sauron. Sauron has displayed his intelligence several times over the history we have...he wouldn't have simply barged into the Lonely Mountain and began barking orders at Smaug like a mule pulling a plow or anything.

It would have been cunning - one of Sauron's strength is his mental perception. Even Saruman fell to his mental strength, and that was from a distance. In the (unlikely, I think) event that Smaug was opposed to joining Sauron's army in a very direct role in return for benefits, it still would've been easy to pull him into the same trap Saruman fell into.

We don't know that Durin's Bane would refuse Sauron's command - we just know that the balrog would have an easier time if he wanted to do his own thing. We don't have an example of Sauron being defied the balrog, so the assumption that the balrog would is completely unfounded. I also think the point is taken to the extreme - when we think of the balrog joining Sauron's forces, it seems that many take it as the balrog becoming Sauron's mindless servant. This would certainly not be the case. Why would Sauron waste a balrog's strength and intelligence as a mindless fighter? Durin's Bane - a creature capable of killing Gandalf, or at least exhausting him to the point of death - would have been almost a second-in-command should he join Sauron.

As for Sauron not being able to control Ungoliant - who could? Even Morgoth had difficulty with Ungoliant.

Sauron still used Smaug, Durin's Bane, and Shelob indirectly with cunning. Obviously Sauron fell in the end, but from a military standpoint, he was the victor for much of the war. Until the unforseeable adventures of Gandalf, Bilbo, and Thorin's company, Smaug was in a strategic position to hold the dwarves and men of the north from advancing east or south to aid the elves and men. Durin's Bane destroyed an entire dwarven colony. Shelob was well-placed as a guardian of Mordor's western boundary.

How narrow were the defeats of these three? The fight against Smaug would've been hopeless without the small hole in his armor; Durin's Bane would've been a match for any other single force in Middle-earth save Gandalf, whom he still removed from the equation until Eru's intervention; Frodo and Sam didn't exactly dominate Shelob.