This circle is made out of standard rectangular Lego bricks. When enough bricks are stacked together they start to bend a bit and eventually you can complete a full circle.
Though smaller circles can be made, making one with 100 bricks per layer doesn't put too much stress on the bricks. I always use 3 layers of bricks because they hold better and have a lesser chance of exploding all over the room.
Step 1: Parts
-150 black 1x2s
-150 white 1x2s
Of course you can use any color combination that you like. You can even go "rainbow warrior" and just use whatever colors are available. As long as you can gather 300 1x2s, you're good.