The Diomedes of the Trojan War who was amped up by Athena?
Speaking of weaponless angel-like beings, how about Tulkas. I think it would be a good idea to keep him in mind if we are considering Sauron fighting weaponless, or at least in these cases, without a melee weapon. I don't think that like Tulkas physical confrontation was Sauron's strong suit, powerful though he was.
I do think Sauron had to wear some armor. Perhaps, the simple armor aside like a cuirass, he had something else to mitigate incoming threats.
Gandalf had his sword and his staff, if we are counting that as a weapon then Saruman had his staff too.
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"For believe me: the secret for harvesting from existence the greatest fruitfulness and the greatest enjoyment is - to live dangerously!" - G.S.; F. Nietzsche
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