[Imladris]

The Black Riders
Gollum
The Mouth of Sauron
Sauron

These evil characters in my opinion are all part of the Same Evil Clique because they all fell by greed. Sauron in the greed for power. Gollum the greed for the Ring. And the Black Riders (the Nine Kings of Men) the greed for power as well. Not sure how the Mouth of Sauron plays into this but I'm sure he does somehow just for the mere fact that he is a man and he seemed a wee bit anxious to take the place of Saruman.

Old Man Willow
The Barrow Wights
The Watcher in the Water

I find these characters not to be evil. Just...unpleasant in general and creatures that cause delays (often deadly delays). The reason that the Fellowship was put in danger was because it cossed their paths. I believe that the Watcher in the Water could be compared to your local shark. Whether it was driven by the power of the Ring to attack Frodo I don't know. It could have been an unfortunately coincidence.

Orcs and Fell Beasts

I believe that they are merely corrupted slaves. Rather like the Gwythaints in the Prydain chronicles.

Shelob
Balrog

I believe that these creatures associated themselves with Sauron, though they could be good if they wanted to. Though...I am not sure about the Balrog as I am not that good at the first and second ages of ME.

I think that Tolkien was showing that there is more than just one kind of evil...which is nice since this world is a lot more complicated than merely black and white. There are a few grey creatures here as well.

Cheers,
Imladris