and he could sleep, if sleep it could be called by Men, resting his mind in the strange paths of elvish dreams, even as he walked open-eyed in the light of this world." - The Riders of Rohan (Two Towers)
Sauron, oh my goodness I LOVE Sauron in the Silmarillion. He seems like much more of a real character rather than a vague threat, and while he doesn't show up much, he can be really terrifying. Also Phobs draws the best Sauron.