A mace would also also fit well with the whole image he was trying to cultivate. Sauron's former boss/leader/master, Melkor used Grond (the original one) which was, if I recall a mace. Since a lot of Sauron's "warrior" look (big guy, armor, burned/burning flesh) seems to be designed to make him look as much like Melkor in form as possible (and hence be seens as Melkor's heir/inheritor) choosing the same weapon would be a logical choice. Maces also have a long history of being symbolic of power and right to rule (think of the Grand Mace that's part of the British royal jewels)
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