1. Their appearance is part of their sphere.
2. The giant size it their god form/divine manifestation. The concept art shows Vivec riding a giant Netch Hound on his birthday and there is allot of hints about the Aedra being giants too.
3. The appearance of the Daedra isn't
that strictly defined. The games are still creative products so there will be differences in art and style. His statue was bald in Morrowind for example and he looked young in Daggerfall.
Anyway Sheogoraths shrine is pretty close to Sheogorath, a mad man in a fancy suit with a beard. Which is really all that matters and you should expect the same level of similarity for the other Daedra. Besides he can't be wearing the same clothes all the time. He probebly changes after every Grey March.