As a cyclist, the central thing to remember about them is to take the inner lane until you get to your exit, or else you are going to be merging at every entrance and exit you pass. And if you don't get a chance to merge out to your exit, you can just go around again!

Unfortunately, I've heard of some traffic circles where some genius has placed a sidepath for bikes around the outside of the circle, which is exactly where you don't want to be! You'll be in potential conflict at every leg.