I got no "fear feeling" about Sauron as well. Maybe it was simply because I never understood what was so evil with "him".
And that goes for anyone in MIddleearth : Only the High Eöves, the Maiar and very few others acttually know and understand what "kind" of creature Sauron is - and why "he" actually is dangerous. Others, like Gollum for example, would innocently run across "his" path - and being picked up.
Speaking of emotions and characterization, I thought that the Orcs were described fairly well, because their descriptioon evoked certain emotions in my - they stand for everything "animalistic" in our perception, especially because they don't wash themselves every morning. <img src="/ubbthreads/images/graemlins/delight.gif" alt="" />