Why are some microphones round?

What exactly do you mean by round?

Yeah that's kind of a hard quesiton to answer, but the bottom line is a microphone's shape and electronics affect its sound and pickup pattern. For instance mics that are long and thin (shotguns) have a narrow pickup pattern suitable for films and braodcast. Stage microphones have a heart-shaped pickup pattern (hence they're called cardioid) which is more suitable to being held under the chin as opposed to on a boom high above the actor.

I'm just wondering why some mics have a use a round ball to cover the mic vs. a different shape.

For example: Shure SM58 (http://www.zzounds.com/item--SHUSM58LC) vs. Shure SM57 (http://www.zzounds.com/item--SHUSM57LC) vs. MXL2003 (http://www.zzounds.com/item--MSHMXL2003)

In the case of the Shure SM58 and SM57, the round ball of the 58 acts
as a windscreen, and in addition, keeps the source (usually a voice w/ a 58)
from getting too close to the capsule which can caused a bass boost or
"proximity effect."

And the MXL2003 is a condenser microphone, so that affects the shape as well.

It's also used for well-rounded speakers.