The page that I nabbed the "Duck Dodgers" picture from has a long list of images of the "all-seeing eye".

It's canonical that after he lost his body in the destruction of Numenor, Sauron was no longer able to "appear fair to the eyes of men". I'm not sure if that means that he was unable to change shape at will, or if any form he chose turned out ugly (surely a judgment call? Some of those folks had weird tastes).