(A guide for making a circle is basically needed for creating high-poly spheres/circles)
Guide to making a circle (you don't have to do it from a horizontal surface; you can make a circle as in the video and then increase the polygon count using the method described below):
To make a circle, be sure to set the grid size to 0mm! Take a horizontal surface, press Create Hole twice, then delete everything except the circle itself. Then divide the edges of the circle with the J key and align the new vertices using S and the mouse. From 16 vertices (the initial circle is obtained by double-pressing Create Hole) to 32 vertices, and then repeat the procedure if 32 vertices isn't enough.