Tolkien makes a very clear distinction between overall power and fighting prowess - Tulkas is said to be the least powerful Valar, but the best single-combat fighter, and is the one who beats Morgoth, the most powerful Valar. So I think it is fair to say that Sauron being called powerful does by no means imply that he is a good fighter. Balrogs are Maiar whose sole purpose is looking scary and being dangerous, so there might be a good chance that any of them is harder to beat head on than Sauron.

In Shadow Of Mordor, Orcs sleep. That's when you kill them. Also, Sauron is an angel who lost his body, other rules apply to him. Mainly that you need a body in order to get tired.

The Vampire Diaries features the same concept (the series is significantly younger, though), where an order of vampire hunters would haunt their murderers as ghosts and try to drive them into suicide. vampirediaries.wikia.com/wiki/Hunter%27s_Curse

The beginning of the Silmarillion also states, that all Valar have no physical form per sé. They are able to adopt a form at whim, usually something they identify with. The reason why Sauron has a problem regaining a form is, that he took a considerable blow at his first "death" during the fall of Numenor, when his then-body dropped in a chasm of lava. From that moment on, it cost him a lot more to maintain body, and could only still produce one because through the ring, part of him was indestructible. Without the ring, he could no longer hold on to his current body.