  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
\emph{relative} efficacy for aligned grains to produce polarization at optical
vs.\ 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 $0.1\mu$m to $100\mu$m, and grain sizes
$a_{\rm eff}$ from $0.05\mu$m to $0.3\mu$m. 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 sub-mm wavelengths. The ratio of $10\mu$m polarization to
integrated optical polarization is almost independent of grain shape, varying
by only $\pm8\%$ 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$\mu$m polarization toward Cyg OB2-12.
