I think quite many of you miss the cultural aspect here. Tolkien wanted to write a mythology for England. English(wo)men are white.
Usually temperature and thus skin color don't vary much in one small region (north-western ME) and as the story concentrates on this smallish area, it only makes sense that humans don't vary really much in skin colors. (Europe is a relatively small area too. You don't find black, yellow or red skinned people in Europe. Like in north western Middle-Earth in Europe hair and eye colors vary though.)
Tolkien just chose the white-complexion area because the tales he mostly used were from this area/ethnicity, like was the people he wished to write a history and legend for.
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Originally Posted by Maédhros
But if both Elves and Men were created in the same theme of Ilúvatar's music, how is it that all of the Elves are white, while men have different skin colours?
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Well, I guess Elves are somewhat European. As LotR was to be a mythology for England the people who were supposed to be the most beatiful represented a caucasian/European model of beauty. That only makes sense. On the other hand, it might be that Tolkien simply held white skin more beautiful or "noble" and thus thought it befitted his Elves the best.
And is the appearance of the Avari who lived in south and east described anywhere? Maybe they were black?