Windows: Sure you could use the start menu or even install an application launcher like Launchy but you'd be missing out on the rotating eye candy and application management of Circle Dock.
One of the initial complaints about Circle Dock was the lack of comprehensive help file — even in the beginning the application did a lot but it wasn't always clear on how you could get it to do what you wanted — the new release has a huge help file that launches immediately after the installation so you can dig right into tweaking settings. You can tweak just about everything in Circle Dock short of tweaking into being Square Dock.
You can alter the size, shape, rotation speed and transparency of the circle as well as what hotkeys and mouse combos will summon it and interact with it. You can reorder icons, swap them out — don't think the default icon for an app is sexy enough for your new circle launcher? You can grab a new one and replace it — and rearrange them by drag and drop.
Circle Dock is freeware, Windows only. Have a novel application launcher? Let's hear about it in the comments.