I haven't found a thread yet for this trilogy, so I decided to start one. Please share your analysis of the characters.
This is my best assessment.
Bilbo Baggins: ISFJ (Martin Freeman gives him some ENTP-ish mannerisms)
Thorin Oakenshield: ESTJ
Bard the Bowman: ENTJ
Master of the Lake: ESFP
Dain Ironfoot: ESTP
Sauron: ENTP (based mostly on "The Silmarillion", but the movie corroborates the textual depictions)