I was recently reading a book entitled The Death Experience: What It Is Like When You Die by Alan Ross Hugenot. Near the end of the book there is a discussion of what you will experience when you die, drawn from sources such as near-death experiences. The author states this:
Most people remember their spiritual body as globular or round. Or a mist or smoke-like transparent vapor.
See this post for more on orbs and near-death experiences.