I am in agreement with Billobob about Ulmo "because he didn't forsake middle earth even when the rest went to Valinor".
Yavanna and Orome were cool too in that they, at least, went back to visit. But Ulmo never left.
Thinking of Ulmo, I am reminded of something I read in The Silmarillion which has remained very dear to me. Absolutely beautiful writing in my opinion.
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Illuvatar points this out to Ulmo, saying:
Seest thou not how here in this little realm in the Deeps of Time Melkor hath made war upon thy province? He hath bethought him of bitter cold immoderate, and yet hath not destroyed the beauty of thy fountains, nor of my clear pools. Behold the snow, and the cunning work of frost! Melkor hath devised heats and fire without restraint, and hath not dried up thy desire nor utterly quelled the music of the sea. Behold rather the height and glory of the clouds, and the everchanging mists; and listen to the fall of rain upon the Earth! And in these clouds thou art drawn nearer to Manwe, thy friend, whom thou lovest.
And Ulmo responded:
‘Truly, Water is become now fairer than my heart imagined, neither had my secret thought conceived the snowflake, nor in all my music was contained the falling of the rain. I will seek Manwe, that he and I may make melodies for ever to my delight!’ And Manwe and Ulmo have from the beginning been allied, and in all things have served most faithfully the purpose of Iluvatar.
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Absolutely beautiful.

Smaug the Golden.