I'm sure that Sauron left Barad-dur, as much because he didn't trust his orc overseers as because he had problems that needed his attention, but I don't think that he physically went beyond the boundaries of Mordor.
I've always supposed (wrongly, it seems) that Sauron assumed some generally humanoid form, not that he literally became a man, pleasing to the eye or otherwise.
[ June 26, 2002: Message edited by: The Silver-shod Muse ]
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"'You," he said, "tell her all. What good came to you? Do you rejoice that Maleldil became a man? Tell her of your joys, and of what profit you had when you made Maleldil and death acquainted.'" -Perelandra, by C.S. Lewis
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