[Nilpaurion Felagund]

Don't you think the dragons (and the Balrog) consider Sauron a renegade, considering that he left Morgoth's service after his defeat at Tol-in-Gaurhoth?

Orcs and trolls, perhaps, Sauron could control--especially those of beast origin--but even these he cannot control fully (q.v. the Orcs at Cirith Ungol). As Legolas have said, these beings have sworn their allegiance to Morgoth, and, well, Sauron is definitely no Morgoth.

However, as you have said, Sauron may have used his cunning to manipulate the three (Smaug, Durin's Bane, and Shelob) to do his will. Would it be more appropriate to say that it just happened that their wishes all coincided?

Since Balrogs are afraid of the Sun (reminded by Arien of what they could have been? But I digress), Durin's Bane, having taken Moria after the Dwarves foolishly awakened him, it wouldn't leave its safety except perhaps for serious reasons.

Smaug . . . well, Dragons are greedy by nature. Since Durin's Bane already had Moria, the next richest store of wealth is Erebor. So, he goes and takes it, and desolates the land around it as a security measure.

The giant spiders of Arda seem to like nice dark places in mountains. I don't know where Shelob originally came from, but it was said that she came there before Sauron took Mordor. And it was also said the she was no pet of Sauron.