Hi Ehud,

I don't think there is a built-in function / primitive for a "3D circle". Apart from BSplineCurve, you can use the parametric form of a circle

plot = ParametricPlot3D[{Sin[u], Cos[u], 0}, {u, 0, 2 Pi}, 
         PlotRange -> All, 
         Axes -> False,
         Boxed -> False,
         PlotStyle -> Magenta];

and post-process to replace the Line segments with Tube

plot /. Line[points_, anything___] :> Tube[points, 0.1, anything]

Or use the parametric form of a torus

ParametricPlot3D[{(10 + Cos[\[Theta]]) Cos[x], (10 + Cos[\[Theta]]) Sin[x], Sin[\[Theta]]},
  {x, -Pi,  Pi}, {\[Theta], -Pi, Pi},
  Axes -> False, 
  Boxed -> False,
  Mesh -> None,
  PlotPoints -> 40,
  ColorFunction -> Hue]