There is a mod that adds these shapes, cant remember its name, thinks its called Carpentry or something similar. It allows you to place 'Carpenters blocks' which are essentially frame work. You can then place what ever block you want into the Carpenters block, choose its shape and its done. The only problem is that, at least the versions i know of, create lag if you use a lot of them in one area. They're mainly used for small decorations.
But sadly, i can't support this. Minecraft is meant to be a Cube-based world where everything is at least made of smaller squares. Adding a perfect sphere would completely ruin the aesthetic that the game has built up over the past 7 years, its also this simplicity that makes it so popular. If modders had to create perfect spheres and texture them or design and texture curves, many would have probably gave up long ago causing Minecraft to stagnate and not growing into the constantly expanding game it is today.