The Undying Lands are the the lands where the gods (or rather god-likes) live and where the elves go when they grow weary of the Mortal Lands.
Evil CAN come there, too (in fact, Sauron lived there some ages ago)... Melkor also managed to steal the Silmarilli. It also wouldnt be safe there, and I dont think the Ainur would like to have such dangerous things in their homes. And - who should guard it? Everybody could (rather would) become a victim of its power sooner or later.
And even if he didnt get the ring Sauron would still cover the lands with darkness. He has his armies ready, with or without the ring. That wouldnt be a real solution.
I think Sauron doesnt become invisible because he is a Maia and because he made the ring with his own power and his own hands - when you become invisible it's because you enter the wraith world, the void, like a parallel dimension, and Sauron, being not bound to his body who just serves him for some time, wouldnt be "changed" by this.
My theory on it is quite similar to Exa's .
The Ring of Power made their wearers invisible by shifting them mostly into the Unseen world. But Sauron already lived in that world as a Maia, an "angelic" spirit. His material body was something deliberately put on, as we put on clothes. Sauron was naturally pure spirit, not a hybrid like mortals, Elves, and Dwarves. Therefore he stays visible.
Radagast the Brown who is also known as Radagast the Fool and Radagast the Simple was not punished for anything. He infact never did anything wrong... he had no idea that what Saruman had in mind. He was mearly a messenger to Gandalf. In many opinions he should be partialy credited with Gandalf's escape. He did send the birds to report to Orthanc, but that was by Gandalf's earlier wishes. And it is because of this that Gandalf was able to escape.
"Yet he had the wit to play the part that I set him. For you have come, and that was all the purpose of my message."
Saruman, FotR, Book 2, Ch.II
As for his fate, it (along with both the Blue Wizards) is unknown.
Originally posted by ilvorlandobloom
wait, Sauron wasnt a Maia, Melkor was, but Sauron wasnt. at least thats what i thought. cuz i started the Silmarillion (havent finished yet). did i miss something?
Sauron was a Maia. Melkor was a former Ainu. Melkor was the mightiest of them along with Manwe. Melkor is far more powerful than Sauron. Sauron was just Maia of Aule and Melkor later on corrupted him and he became his mightiest and most powerful servant and lieutenant. 😄