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Originally Posted by obloquy
Think about what we're talking about, folks. These are ancient, mighty fallen spirits, not guard dogs.
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Okay, sorry to take this out on a not-so-necessary tangent, but guard dogs got me thinking.
What's the most fearsome guard dog in middle-earth? Carcharoth. Not exactly a Balrog, but not TOO far behind, and if we remember that he is a whelp of Draugluin, it would perhaps not be too improbable to say that he was at least part-Maia (aka supernatural) ancestry, above and beyond the power infused into him by Morgoth or by eating the Silmaril.
Which isn't to say that the Balrogs had guard dog status, by any means, but if you think about the way they do Morgoth's bidding unquestioningly, they certainly don't seem to be portrayed as particularly independent fellows.
Not that they aren't fearsome, and it really doesn't have much to say about their actual shape, but perhaps its worth noting that for all their terror, the Balrogs did the bidding, unquestioningly, of their master. Since they are said to be of the same general shape, it would seem wise therefore to assume that their looks were derived from a "Master" plan, to which they became bound thereafter (being of considerably lesser power than either Sauron or Morgoth, they would seem to have a much more limited potential for changing their shapes. And the more permanently attached to that shape, the less easy it would seem to be to change it. And the Balrogs would seem to have been pretty attached, in the end, to those shapes).