I had written an elaborate post to point out that in the books he DOES have a physical form and included a link, but that was cought by the newbie filter. So in brief...
In the books:
1. He WAS the Necromancer (with a body) at Dol Guldur
2. Saruman never said anything about him not being able to take physical form. (In fact he was quite an able shapeshifter in his younger days)
3. Gollum himself says "He has only four on the Black Hand, but they are enough" in The Two Towers
4. Why would he need a ring, if he had no finger to wear it on?
Also check www(.)glyphweb(.)com/arda/movie.html
scroll down to major changes from the book to the films