Do the Prophets have a "form," and if so, what is it? I believe they've only been shown as having taking the form of other individuals or possessing their bodies (Kira, Sisko, etc.). Do they have an appearance all their own?
In the DS9 episode "The Reckoning", we come closest to seeing the Prophets in their actual form: a blue aura / mist / energy.
In the episode, a Prophet (or Prophets) physically possesses Kira, who then battles Jake Sisko. Jake, on the other hand, is possessed by the Pah-wraiths (who are shown to be a red-coloured aura / mist).
Here is possessed Kira (note the surreal blue eyes):
This cartoon by Bakenius nicely illustrates what went down:
The blue energy creature above the broken stonework is what I am referring to.