In letter #246 Tolkien wrote about Sauron's bodily form in the time of the War of the Ring:
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Sauron should be thought of as very terrible. The form that he took was that of a man of more than human stature, but not gigantic. In his earlier incarnation he was able to veil his power (as Gandalf did) and could appear as a commanding figure of great strength of body and supremely royal demeanour and countenance.
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I think Gollum really did see him. (one of the few proofs that Sauron wasn't just an eyeball
. Why should he make up this detail about the missing finger? And I don't think he would use this as a metapher.
In this quote from letter #200, Tolkien writes explicitly about Sauron's taking shape.
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I note your remarks about Sauron. He was always de-bodied when vanquished. The theory (...) is that he was a spirit, a minor one, but still an "angelic" spirit. According to the mythology of these things that means that, though of course a creature, he belonged to the race of intelligent beings that were made before the physical world and were permitted to assist in their measure in the making of it. Those who became most involved in this work of Art, as it was in the first instance, became so engrossed with it, that when the Creator made it real (...) they desired to enter into it, from the beginning of its "realization".
They were allowed to do so, and the great among them became the equivalent of the "gods" of traditional mythologies; but a condition was that they would remain "in it" until the Story was finished. They were thus in the world, but not of a kind whose essential nature is to be physically incarnate. They were self-incarnated, if they wished; but their incarnate forms were more analogous to our clothes than to our bodies, except that they were more than are clothes the expression of their desires, moods, wills and functions. (.....) It was because of this preoccupation with the Children of God that the spirits so often took the form and likeness of the Children, especially after their appearance.
It was thus that Sauron appeared in this shape. It is mythologically supposed that when this shape was "real" (that is a physical actuality in the world and not a vision) it took some time to build up. It was then destructible like other physical organisms. But that of course did not destroy the spirit, nor dismiss it from the wolrd to which it was bound until the end.
After the battle with Gil-Galad and Elendil, Sauron took a long while to re-build, longer than he had done after the Downfall of Númenor. (I suppose because each building-up used some of the inherent energy of the spirit, which might be called the "will" or the effetive link between the indestructible mind and being and the realization of its imagination.)
The impossibility of re-building after the destruction of the Ring, is sufficiently clear "mythologically" in the present book.
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