Sauron couldn't be a space alien because he is one of the Ainur, one of a race of spiritual beings responsible for the creation of the Earth. He is *of* the Earth, as are the wizards. The wizards just chose to take human form.
And the Elves aren't just "looking for a new home" when they travel west. They were invited to go live with the Ainur, to a place that is essentially like another dimension.
Klingons are not like orcs either. Orcs are genetically twisted and corrupt Elves, now evil to the core. Klingons are warriors, but they are a civilized and intelligent society.