Tolkein described it like this...
One "god" called Eru, who had "angels".
All "angels" are described as "Ainur"
There are two "angelic" types of being mentioned, the Valar and the Maiar.
The Valar are a higher order than the Maiar.
The Valar sent five of the Maiar to Middle Earth, these became known as the Istari, which in "the common tongue" were know as Wizards.
So darth vader... Maiar, Wizards and Istari are all right, and the Valar were their bosses back "over the sea".