This is not a theory original to me, but I remember having read a very convincing argument for how the Witch-king would be Tar-Atanamir.

This gives rise to another question: Which would have the better claim for the throne of Gondor, Aragorn or Tar-Atanamir?

He scorned the yearnings of his father, and eased the restlessness of his heart by voyaging, east, and north, and south, until he took the sceptre.

Much is said of this King in the Annals, such as now survive the Downfall.

Even if Tar-Ciryatan wasn't the supreme commander of the fleet, he almost certainly would have been involved in a major role. I checked and he would have been 66 years old at the time. Ciryatur might have been his uncle.

Anyway, Tar-Ciryatan is known to have traveled all over the place in his youth.

From UT:

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Tar-Atanamir died "witless and unmanned" per Tolkien. A witless old dotard is hardly a candidate for the Nazgul.

Plus, according to Appendix B, the nine Nazgul appeared during the first years of the reign of Tar-Atanamir; ergo, the WitchKing had taken the Ring from Sauron and was corrupted long before Tar-Atanamir even ascended the throne.

I would suggest a Southern Lord of a renegade Numenorean house in Far Harad would be a more likely candidate, and more accessible to Sauron.

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The problem with that is that there is no evidence that a renegade Númenorean house in Far Harad, especially one so early in the timeline, even existed in the first place.

Admittedly, I didn't check Unfinished Tales for additional information. There's nothing about Tar-Cirytan's travels in Appendix A or at Tolkien Gateway. Still, Tolkien provided documentation of his life and death, making him a poor candidate for Wraith-hood.

I've already explained why I don't think it is possible for Tar-Atanamir to have been one of the Nazgûl.

There's no problem here, really. We don't need a renegade Númenorean house in Far Harad or anyplace else. All we have to do is consult Tolkien's timeline of the Second Age (Appendix B):

Circa S.A. 1800: "From about this time onward the Númenoreans begin to establish dominions on the coasts. Sauron extends his power eastwards. The shadow falls on Númenor."

We know that at this time the Númenoreans return to Middle-earth not as teachers but as rulers and oppressors, exploiting Middle-earth for resources. This new attitude makes them prime candidates for Sauron's advances (thus, many viewers' certainty that the character Kemen of The Rings of Power will be targeted by Sauron for one of the Nine Rings, as the show is now reflecting this period of Númenorean expansion).

Men proved easier to ensnare. Those who used the Nine Rings became mighty in their day, kings, sorcerers, and warriors of old. They obtained glory and great wealth, yet it turned to their undoing.

They had, as it seemed, unending life, yet life became unendurable to them. They could walk, if they would, unseen by all eyes in this world beneath the sun, and they could see things in worlds invisible to mortal men; but too often they beheld only the phantoms and delusions of Sauron. And one by one, sooner or later, according to their native strength and to the good or evil of their wills in the beginning, they fell under the thraldom of the ring that they bore and under the domination of the One, which was Sauron’s. And they became for ever invisible save to him that wore the Ruling Ring, and they entered into the realm of shadows. The Nazgûl were they, the Ringwraiths, the Enemy’s most terrible servants; darkness went with them, and they cried with the voices of death.

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The timeline has no mention about a rebellion or colonies declaring independence. Therefore if we are looking for a Númenorean lord who became a king, the legal heir to the throne would be the most likely candidate. It would also make much sense for Sauron to focus his attempts on such an individual.

Also, the line "The shadow falls on Númenor" implies that it falls on Númenor itself.

Outside of the Peter Jackson films it is never said that all of the Nazgûl were kings in life, at least not before they were given Rings. What Tolkien stated in his essay "Of the Rings of Power and the Third Age" was:

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Some of them may indeed have already been rulers of their lands before they received their gift from Sauron, but that does not necessarily include any of the three (or more?) Númenóreans who were given Rings.

While the Ringwraiths might have shared a few common traits with the vampires of folklore, they were very different in other respects. There's no evidence that they drank blood or needed the life force of others. They never physically died but rather faded until they dwelt almost entirely in the spirit realm. They didn't need to rest in the day, much less return to coffins or tombs or their native soil. Also, Tolkien's Vampires were not mortal Men but were corrupted Maiar (or were the huge bats that appeared at the Battle of Five Armies in The Hobbit). You have yet to make your case for vampiric Nazgûl.

Where did I say anything about rebellions or colonies declaring independence? Answer: I didn't. Not a word.

The shadow that fell over Númenor was a shadow of their own making. It was the rebellion of the Númenoreans against the Valar and the limits that they imposed upon them. Sauron came later, though his influence upon those Númenoreans dwelling in Middle-earth might have been a factor.

This matter is confused by contradictions in the published material especially with regard to the timelines.

For example, on the subject of Tar-Ciryatan living for more than 600 years in one version, there are several options:
a) Tolkien made an unintentional mistake, which he later corrected.
b) Tolkien's consistent intention was that Tar-Ciryatan was the Witch-king. The version with the shorter lifespan is meant to reflect the official history rather than the real truth. Tolkien could have intended for both versions to be published so that the reader could have noticed the discrepancy and found the clue to the hidden literary Easter egg.
c) Tolkien decided that Tar-Ciryatan was the Witch-king but then decided otherwise and edited the timeline of Númenor to change that.

Tolkien doesn't actually say that, and there is also the issue of the identity of the Witch-king having possibly changed between the various drafts that Tolkien didn't publish in his lifetime.

King, sorcerer, warrior - the Witch-king would have been all three at once. Middle-earth isn't D&D with distinct character classes. The Witch-king fights with physical weapons on a field of battle, has been known to control the weather over a wide area, and has ruled over a kingdom. On Weathertop all the nine Nazgûl have swords and crowns, presumably not for no reason, and obviously all of the Nazgûl had Rings of Power which alone are sufficient cause to explain how the Nazgûl could have become known as sorcerer.

The shadow being connected to the faction known as the King's men implies that the corruption flowed from above. The Númenoreans were envious of the immortal life of the Eldar, and you know what the Rings of Power can do to a mortal? Right. A Ring of Power in the hand of the king would explain very well how the rebellion started to take root.

Not all leaders or rulers are kings (or queens). Númenórean settlements or fortresses in Middle-earth would have had their own governors or commanders who themselves could have been prime targets for Sauron. The Dark Lord's spies could have even identified the local leaders of rival factions (such as the King's Men versus the Faithful). All of the Númenórean lords who became Ringwraiths could have been (and probably were) the leaders of Middle-earth settlements or factions.

The discontent of the King's Men was able to arise with no need of help from Sauron. Envy and fear are all-too human conditions and the Men of Númenor were as vulnerable to them as anyone else.

what strategic plot turns hinge on there being such creatures, as opposed to, say, trolls or orcs? I'm referring both to Tolkien's strategy as a writer as well as Sauron's-within-the-books.

I can see the need for more intelligent creatures that are allowed to have, and are able to exercise, a certain amount of independent thought and strategy--more so than orcs are allowed.

But also, as Squire said, what about the "value" of the Fear Factor?