I've always felt that Sauron did have a physical form in LOTR, but that the eye was just a visual manifestation of his will, able to be seen by those with sufficient power, or wearers of a ring of power.
Gollum, the only character we meet who has actually been inside Barad-dur states to Frodo at one point that 'Yes he has only nine fingers on the black hand, but they are enough.' Add this to the 'taking shape again' comments and it makes some sense.
I think the Eye in the movie has misled a lot of people into thinking that that is all Sauron is, it's such apowerful image and works well on screen, but in the end it is a cinematic trick to focus us on Sauron as the 'baddie' when he is never really seen.
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