Tying on the circle hook properly is important - as one contributor correctly mentioned - "run the line inside the eye closest to the point toward the heel or outside of the hook".
Feeding your line correctly is the most important thing to remember as it ensures that the circle hook "swivels" into place when a little pressure is felt on the line (no hook set required). Doing it the opposite way will result in the hook not "seating on the point" when initial penetration begins.
here's a video - exactly how I do it .....
http://www.youtube.com/watch?v=NzM4UxvMXLw