Clockwise, right handed, assuming that the circle is larger than, say, a dime. But if I'm drawing a zero or letter o, then counterclockwise. If I'm drawing a small circle the size of a normal handwritten zero or o, I'd probably go counterclockwise.
Edit: on thinking about it, this only applies to when I'm trying to "draw" a circle, like make it look nice. If I'm just scrawling the circle, like if I'm just circling a word on a page, it's counterclockwise. I think the distinction is whether I'm doing it in the course of "writing" or if I'm actually trying to "draw".
Damn, I way overthought this stupid question.