Knitting on double-pointed needles makes me feel smart. It's a bit like juggling with toothpicks, but it's worth it.
Usually, when knitting in the round, I knit on one circular needle and magic loop* it.
When knitting hexipuffs, I use two shorter circulars because it goes a little bit quicker for me, and the cable of the needles I use (inherited from my maternal grandma, with love) are a bit stiff.
But for very small circular projects, like, say, the fingers of gloves, i find DPNs to be the best option.
I have a set of 5 bamboo DPNs in size 0 (2.00 mm) and they are slightly bent to my hands, making the knitting fly round and round and round.
*Fun fact, I was magic looping before I'd ever heard the term, and I felt incredibly clever for coming up with it. Then I started to read about knitting online and saw that I had just un-vented a thing that existed in book form. Go figure.