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Luthien does appear to have preternatural abilities with shapes and illusions (don't forget her hair/sleeping cloak)- but almost certainly this relates to her Maiarin blood. Note that Finrod 'by his arts' effectively disguised Beren's company as Orcs- but they at least were humanoid!
Ainur in general had the ability to put on and take off visible forms at will. This ability was limited of a purpose with the Istari (Wizards), who were a special case, actually incarnate in hroar like the Eruhini. It also is true that persistence in evil binds an Ainu- even Morgoth- to one physical form; which moreover tends with time to manifest rather than disguise the underlying ugliness. Hence Morgoth from the time of his meeting with Ungoliant was fixed in the form of "the tyrant of Utumno: a dark Lord, tall and terrible," and until the end kept the wounds he got from Fingolfin and Thorondor. Likewise Sauron after the Fall of Numenor was never again able to wear the beautiful disguise of 'Annatar.'
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The entire plot of The Lord of the Rings could be said to turn on what Sauron didn’t know, and when he didn’t know it.
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