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So the One Ring is the boss. Since Sauron is the creator and master of it he is probably meant to be the Lord, but I consider it to be otherwise. He obviously wasn't the Lord of the other 19 rings without the One by his side.
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That logic might hold true if the Ring was just a magic tool Sauron had crafted.
In (this fictional) reality, though, that's not it. The Ring IS Sauron; Sauron IS the Ring. If the One Ring is the boss, then Sauron too is the boss. The One Ring has the power to control the other rings - only Sauron can use that power though. The Ring is the boss of the Rings of Power, but Sauron is the boss of the Ring since it is just an extension of his spirit.
The only other appropriate title I can think of is
The Fellowship of the Ring. The first book is focused on the concept of the Fellowship of the Ring and their journeys as one group, but as the story unfolds, it still follows the actions of at least one or more of the members of the Fellowship, who still strive to accomplish their original task, broken up or not.
"The Quest" isn't a good description. The book's story is much more than just a quest; it's a war. "War of the Ring" is okay in some respects, but I think it belittles the role of character.
[ March 17, 2003: Message edited by: Legolas ]