Does Sauron not have a physical, tangible presence anywhere?

Question

Please note: I am talking only about the books!

In a way, I find the story of the Lord of the Rings to be a bit of a letdown in the end.

I expected there to be some sort of final confrontation between the Dark Lord and one of the Fellowship, most likely (and fittingly) with Gandalf.

I imagine how Gandalf is delivered there in the last hours, carried by the Chief Eagle, and how the narrator describes Sauron sitting on his dark throne in some huge, frightening palace in Mordor, watching the events unfolding through one of his magical orbs. Gandalf enters and has a long dialogue with him, where we get to learn far more of his nature, and perhaps almost convincing/defeating Gandalf when, suddenly, he loses all his evil powers and falls down on his knees as the Ring has unexpectedly ended up in the lava with Gollum. Gandalf says some final words and banishes him forever.

None of that ever happens, or is mentioned by one word that I can find. Sauron is throughout the story always this "floating" force of nature, basically, and it's only implied that he "lives" in Mordor. He is always distant and mysterious in a frustrating way, and even his (supposed) death is kept extremely vague.

Is there anything that suggests that Sauron indeed has a body and lives somewhere in Mordor? Or is he just some "smoke monster" floating around from place to place?

Answer 1

Yes

"O Yes, there were many tales about the Tower of the Moon".

"That would be Minas Ithil that Isildur son of Elendil built", said Frodo. "It was Isildur who cut off the finger of the Enemy".

"Yes. He has only four on the Black Hand, but they are enough", said Gollum shuddering.

Gollum and Frodo, Book IV. "The Black Gate is Closed"

Renember that at one point, Gollum was captured and taken in front of Sauron, and in his interrogation revealed he lost the Ring to "Baggins" of the Shire.

In the quote above, we have eyewitness proof that Sauron had a physical body, including the "Black Hand" that couldn't regrow the finger that had been cut from the previous one.