[Thingol]

The Fea (spirit) can never be destroyed by anyone accept Illuvitar. It was Illuvitar, not the Valar who sent Gandalf back with enhanced powers. It is possible that Illuvitar did not actually enhance Gandaf’s power but merely allowed him to use more of his native power. Gandalf and the other Istari willingly incarnate themselves into human forms. When a Maia incarnates his/herself they may for a time increase their physical power, but if the physical body is destroyed the spirit is severely weakened. I do not believe that Mandos has any power over Maia spirits, he does not even have power over elven spirits. Many elves have refused the summons of Mandos, and many have even been taken by Melkor/Sauron. The Werewolves and the Barrow Wights were probably inhabited by corrupted elven spirits. Any mention of fell spirits has to be either elven spirits or lesser Maia. I believe that Saruman wanted to return to the west, but he was rejected. He is doomed to wander the Earth, bodiless and unable to take shape again. Because he was incarnated and his physical body killed, his power was severely weakened and no longer has the power to take on a form. On the other hand Melian's spirit was allowed back into Valinor where hopefully she found some healing. Sauron was one of the most powerful of the Maia (The only Maia that I think is above him is Eonwe), he becomes even greater than Melkor (after Melkor disperses most of his power that is). It is unclear if Sauron ever actually incarnates himself into a body. After the downfall of Numenor he is unable to ever appear in a fair form again, but it is possible that he could take evil forms. When Sauron is slain by Gil-Galad and Elendil (I don't agree with the movie's version of Islidur cutting the Ring from Sauron and Sauron's body immediately ceasing to exist. Sauron existed without the Ring in the 3rd age and Tolkien said that Sauron would still have to be dealt with if someone else claimed the Ring) at the end of the second age his spirit is weakened, but because he let so much of his power pass into the Ring Sauron's spirit was still very potent. After more than a thousand years went by Sauron was able to reform a body for himself. However, Sauron was now dependent on the Ring. After the Ring is destroyed Sauron "falls so low that he would never be able to arise again" (Gandalf says something to that effect in the Last Debate in the Return of the King). In the Silmarillion it says that Sauron follows the path of Melkor into the void. I've always taken that to mean that Sauron did not wander Middle Earth in a weakened state, unable to take on form again, but was either thrust out by the Valar or managed to find his own way out to join his master.