If you don't need vector paths that can be tweaked later, you can use selection tools.
For a polygon, hold down the 'lasso' item in the tool palette, then select the 'polygonal lasso'. Draw a shape, then go to the 'edit' menu and do a 'stroke...'.
For a circle, use the 'circular selection' item found in the same box as the 'rectangular marquee', just above the lasso. While drawing the selection, use the 'option/alt' and 'shift' keys to control its shape and origin.
J