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Sauron doesn't actually need the Ring in order to win, al he needs to do is stop anyone from destroying it - that's why he wants it back.
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I don't think so. Will Sauron be victorious if the allied might had been the same as in the second age? Sauron was able to push to the limit just because Gondor and Rohan were sitting idle and Arnor was competely destroyed (partly because of the war of the last alliance). If Gondor had been alert, collected armies from when the first shadow fell, had it been of the might in the days of its rising, had the line of kings not been broken due to human foolishness, would Sauron have such advantage. No. But even in such cases, with the ring, he might have achieved a victory because this time there was no Gilgalad with Aeglos to harm him.
And does he have physical form in the 3rd age? I don't remember exactly, but there seem to be two contradicting statements in LOTR to this question.