I really dig the way donald tyson describes it. I'm not sure what tradition you practice or plan to practice, but i always started with the kabbalistic cross. Depending on your tradition you can decide whether or not to preform the kabbalistic cross. But, he says something to the effect of:
1. see a bright blue star directly overhead
2. let a ray of brilliant blue light shine down onto you
3. the ray empowers the center of your chest
4.set your left hand over your chest and point your right arm outward, chest height.
5. cast a brilliant blue circle as you rotate clockwise.
But you really can cast a circle in any way you could think. I like carving it into the ground, outlining it with tarot or runes, outlining it with stones. Or, just going without it at all unless absolutely necessary.
The ritual itself would vary depending on what spiritual path you follow. The one's you usually see in the media, and the one's most spells are talking about is the more wicca/pagan version where you call the corners (north, south, east, and west) And you evoke the spirit energy associated with the elements of each corner, and ask it to allow you to work spells and to protect you. But again, the ritual itself changes based on your spiritual path.