Bravo, Raynor, well said indeed.
Can I interject one more thought here (implying that you could say "no"

) -- that just as many here have said, there is far less gray and more black-and-white in Middle-Earth. I can understand someone being intrigued by Saruman or Gollum, who appear to have had struggles with their choices, the spark of good fighting, albeit unsuccessfully, their selfish bent. Such was the case in the end with Darth Vader/Anakin Skywalker, a wonderful study into the dynamics of an evil character who repents in the end. I don't think anyone here would object to that.
What I believe is causing so much heated verbaige here is the existence of those who don't just appreciate a well-written literary exploration of a character who turns out to be evil (as most of us here do) -- they would BE Sauron or Morgoth if they could -- or, to put it in more real-world terms, they would BE Hitler or Stalin or Hannibal if it was within their ability. The ones who who don't care about others, being supremely consumed with self.
In other words, they're not just fascinated by evil -- they embrace it, they emulate it, they take it as a role model. It's that kind of person we don't understand.