Aligned interstellar grains produce polarized extinction (observed at wavelengths from the far-ultraviolet to the mid-infrared) and polarized thermal emission (observed at far-infrared and submm wavelengths). The grains must be quite nonspherical, but the actual shapes are unknown. The relative efficacy for aligned grains to produce polarization at optical versus infrared wavelengths depends on particle shape. The discrete dipole approximation is used to calculate polarization cross sections for 20 different convex shapes, for wavelengths from 0.1 to 100 μm, and grain sizes a
eff from 0.05 to 0.3 μm. Spheroids, cylinders, square prisms, and triaxial ellipsoids are considered. Minimum aspect ratios required by the observed starlight polarization are determined. Some shapes can also be ruled out because they provide too little or too much polarization at far-infrared and submm wavelengths. The ratio of 10 μm polarization to integrated optical polarization is almost independent of grain shape, varying by only ±8% among the viable convex shapes; thus, at least for convex grains, uncertainties in grain shape cannot account for the discrepancy between predicted and observed 10 μm polarization toward Cyg OB2-12.