Is it known in canon how the Ringwraiths felt about Sauron? They were his servants and he had complete control over them since he had the nine rings. My question is generally, do they have feelings for him or are they just mindless obedient slaves? Do they revere or love him? Do they worship him? Or do they hate and fear him but do everything as he commands because of his control over the Nine?
It's not specifically stated, but Sauron is all about hate, not love. His only desire is to reach something like Orwell's "boot stamping on a human face - forever". This passage from TRotK gives an idea how Sauron's servants feel about each other, their leaders, and everyone else in Middle-earth:
The Lord of the Rings, Book VI, Ch. 2 "The Land of Shadow":
'I'll give your name and number to the Nazgûl,' said the soldier lowering his voice to a hiss. 'One of them's in charge at the Tower now.'
The other halted, and his voice was full of fear and rage. 'You cursed preaching sneakthief!' he yelled. 'You can't do your job, and you can't even stick by your own folk. Go to your filthy Shriekers, and may they freeze the flesh off you! If the enemy doesn't get them first. They've done in Number One, I've heard, and I hope it's true!' The big orc, spear in hand, leapt after him. But the tracker, springing behind a stone, put an arrow in his eye as he ran up, and he fell with a crash. The other ran off across the valley and disappeared.
For a while the hobbits sat in silence. At length Sam stirred. 'Well, I call that neat as neat,' he said. 'If this nice friendliness would spread about in Mordor, half our trouble would be over.'
'Quietly, Sam,' Frodo whispered. 'There may be others about. We have evidently had a very narrow escape, and the hunt was hotter on our tracks than we guessed. But that is the spirit of Mordor, Sam; and it has spread to every corner of it. Orcs have always behaved like that, or so all tales say, when they are on their own. But you can't get much hope out of it. They hate us far more, altogether and all the time. If those two had seen us, they would have dropped all their quarrel until we were dead.'
It's easy to imagine Sauron enjoying leaving the Ringwraiths just enough free will to hate him even as they're forced to serve him.
"To them Sauron was both king and god; and they feared him exceedingly..."
That's a quote from "Of the Rings of Power and the Third Age", a narrative by Tolkien which was published with The Silmarillion. It's talking about Men who served Sauron, but the Ringwraiths were Men originally.
So I think the word "fear" in your question is on target. Also the word "worship" — if Sauron's followers regarded him as their god, that means that their attitude to him was worshipful.
Another word from the canon is "proud". In LotR (Book 1 chapter 2), Gandalf describes the Men who received the Nine Rings as "proud and great". The Mordor Orc Grishnakh speaks proudly of his association with the Nazgûl, whom he describes as "the apple of the Great Eye" (Book 3 chapter 3).
Assuming that the Nazgûl themselves have any feelings left, it is logical that pride is one of their strongest feelings. They are proud of the power of their master, and of their role and status in his realm.
Their driving force seems to be ambition. The human kings were the first to fall, the easiest to "corrupt".
"One of them's in charge at the Tower now."
Yes, the Ring binds them, but ambition still seems to be in place as they are the most trusted of his servants and serve as generals. Remember they were reunited with him and he only sent them out of his sight for the most important of all missions, like hunting down the master ring. Look at all their conquests:
For many years the nine men used these rings, which gained them great wealth, prestige and power. However, the effect of the rings made their bodily forms fade over time until they had become wraiths entirely, and served only the Dark Lord Sauron.
the Nazgûl re-emerged around 1300 of the Third Age. It was around this time that the Witch-king of Angmar launched attacks against the nearby kingdom of Arnor. The first target was the realm of Rhudaur. After conquering Rhudaur […] in the year TA 1356 the Witch-king moved against Arthedain, […] In TA 1409 came the attack on Cardolan. Also during this time, the forces of the Witch-king burned and destroyed the watchtower of Amon Sûl. […] By TA 1974, Angmar arose again and captured Arthedain's capital of Fornost, and with that the last kingdom of Arnor was destroyed.
As to the effect of the rings, their greed for power is established
The rings gave them immense power, and they "became mighty in their day, kings, sorcerers, and warriors of old.
When Elrond stated
Elrond: [bitterly] "Men? Men are weak. The race of Men is failing. The Blood of Númenor is all but spent, its pride and dignity forgotten."
(from the Wikiquote The Fellowship of the Ring page)
Yes, he is speaking about Isildur keeping the ring but it is also probably based on how easily the Humans were ensnared by the Ring's promises.
Tolkien stated that three of them were great Númenórean lords. Some conjecture that the Witch-king of Angmar was the first of the Númenórean lords. Khamûl was a lord of the Easterlings.
It is likely they were chosen for ambition.
It was from Minas Morgul that the Nine directed the rebuilding of Sauron's armies and the preparation of Mordor for their master's return. In 2942 Sauron returned to Mordor, openly declaring himself by TA 2951. He sent three of the Nazgûl to garrison his fortress Dol Guldur in Mirkwood. They were led by Khamûl, the second most powerful of the Nazgûl behind the Witch-king.
So since they were active when Sauron was not, it can be interfered that they were not obeying some old order, but were being creative. The net effect of the binding is that their continued existence was linked with the Ring and Sauron, since they were linked what was good for Sauron was good for them.
They also couldn't have been slaves blindly obeying since they are a variety of independent commands. Lastly when the Ring was threatened, they rushed to it. A mind link to Sauron is not supported by what happened in the Shire and during the pursuit. They must have felt the threat and reacted to save the Ring, their link to a continued existence.
NOTE: I always understood that the numbers were based on the Roman and some modern armies, like 2nd Army of the west, 3rd battalion, 9th regiment, 5th cohort, 2nd Lieutenant commander