Actually, warrenerd, orcs were bred by Morgoth/Melkor. Technically, they didn't live exclusively in caves, though they did mostly survive in pits mostly.
I believe they lived in tents erected in Mordor. There were a number of orc living places, though not very livable, erected on the plateu of Gorgoroth. I suppose you couldn't really count the Tower of Cirith Ungol, but there were camps inside Mordor. Of Angband, I know not. I don't believe it is ever mentioned how orcs in Angband lived. I assume orcs would not practice agriculture.
Well, others are obvious for the most part. Dwarves are miners with little focus on much else except hoarding wealth. It would seem that the only folk who have recognizable standards of living are hobbits and men, since elves have their own isolated ways.
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"What mortal feels not awe/Nor trembles at our name,
Hearing our fate-appointed power sublime/Fixed by the eternal law.
For old our office, and our fame,"
-Aeschylus, Song of the Furies
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