I don't want to be able to fully see them, at all. Tiny glimpses, like Hermaeus Mora from Elder Scrolls Skyrim, just a ball of shadowy portal-y...ness (or a portal like thing with a mass amount of tentacles from the Dragonborn DLC) or a giant rip in time and space of the universe showing an eye from the other side or something. So yeah, I really don't think showing their physical form in any way, even an avatar of them, is a good idea, it gives a face to a greater evil, and it just I don't know, it just makes them feel lesser than what they are given they can't quite manifest into our universe properly.