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Well, one thing about LotR and TH is that we never get to see the bad guys succeed with anything. This isn't the case in CoH or the Silm, where it's the baddies that stand strong and united while the good guys quibble and fight amongst themselves and ultimately fail. I suppose it has something to do with the format of storytelling, the first two being fairy-tales, the latter epics. Perhaps Davem can tell us more?

In any case, I think the bad guys in LotR are really suffering (in a literary sense) because of this reluctance to show them succeed. The Nazgul are said to be Sauron's deadliest and most fearsome servants yet seem unable to do much good (and by good I mean bad) for their master. We never read about them actually slaying a single person in the whole trilogy which to me gives them a rather impotent impression. The Orcs are also portrayed as pretty useless fighters and even the diminutive Sam, who's never handled a sword, can take out a few. The only instance when they manage to make a kill in the books is when Boromir is caught alone with Merry and Pippin, and even then they struggle to overcome him despite being hundreds against one, and armed with projectile weapons. Saruman is also said to be a mighty wizard, but unlike Gandalf who can do amazing things, he seems unable to even make a matchbox disappear.

So perhaps it is a good thing Sauron doesn't make an appearance and that none of our heroes ever comes to Barad Dur. We don't have to see him fail. His absence is symbolic too of course. In Tolkien's world good commanders lead their army from the front line. Sauron is a coward and stays behind, sending others to do his dirty work.