Perhaps the single most hazardous aspect of instrument flight is the transition from instruments to visual, or visa versa. A circling approach, especially one at minimums with a low ceiling and reduced visibility, puts you maneuvering close to the ground (or relatively so) in the transition. You're half-in, half-out of the transition (and the cockpit). The circling maneuver may be one of the most potentially hazardous of any instrument maneuver, and accordingly, is prohibited for many certificate holders and corporate departments. Especially circling at night.
As other posters indicated, absent any particular direction, circle the shortest and easiest way to the landing runway. Keeping the runway in sight on your side of the aircraft (bearing in mind that if you're in the right seat, that's right turns) makes it easier, but coordinating cross-cockpit is also doable.
Try to think of the circling maneuver as a normal pattern entry. It may be a little lower, and it may begin from some point within the airport area rather than outside...but try to imagine yourself just switching runways, because that's all you're doing. A circle doesn't need to be a 180 degree turn; it may be as simple as a 30 degree turn right or left to land on the runway of choice or to align with the approach runway. Under visual conditions you'd swing out a little and give yourself some space to get established on final...so long as you don't violate the circling radius for your category in doing so, you can do exactly the same thing.
Remember that while you're circling in reduced visibility, everything looks farther away than it is. You can easily get fooled into thinking you're higher above terrain and obstacles than you really are, especially if you're naturally using your perepherial vision for your depth perception. Your depth perception is almost subconscious, and if you're not actively thinking about the illousion, you can be fooled without even realizing it. This means that during the circling, it's easy to descend out of your MDA and hit something. The temptation to start down early is always there. Conversely, trying to stay high too long and start down rapidly means you may have an instrument reading of excess descent rate, but may not feel or see it as you focus on the runway. The approach has become destabilized, and the hazard has become a risk.
A lot of folks feel that going around, especially if it means going back into the weather as part of the missed approach, should only occur if you lose sight of the landing runway. However, an unstabilized approach, excess descent, long landing, excess airspeed, etc, all may be perfectly good reasons for executing a missed. Recognize it as early as you can, because you're always safer and better off starting that missed higher than low...especially when circling.