From all my readings of The Silmarillion and other Middle-earth writings (such as the HoME series), I always got a clear impression that the Valar were much taller than the Elves or Men. However, I came across someone's opinion that the Valar were of the same stature as Elves, quoting that the Valar assumed the shapes of the Children of Ilúvatar, save only in majesty and splendour, and saying that majesty and splendour don't refer to physical size.
Have you come across anything in Tolkien's works that gives an idea about how tall the Valar were?