Somehow, I lost all of the pictures I had of the process. So basically here it is in diagrams, with a finished product.
1. I measured out a 42" circle in my yard and dug out the grass. Why 42"? Well 40" just wasn't wide enough and 45" was just too wide. Believe me, this was the longest part of the process, deciding the width. Of course, your width will depend on the pavers you buy. I got lucky when I did this backwards, but I'd recommend buying payers THEN measuring and digging.
2. Then I went to Home Depot and bought some paver bricks. The guy at Home Depot insisted that I needed to buy something to secure the bricks together, but I assured him that I would not be needing anything like that. They may have been a bit annoyed with me, but I laid out a circle right there in their garden department to make sure I bought the right amount and it was the size I wanted. Don't forget to take a tape measure so that you don't have to lay it all out again when you get home.
3. Using the level app on my iPhone (yeah, I probably should have used a real level, but hey that would have required going inside and down to the basement and my phone was in my pocket), I laid the first layer of bricks and made sure it was level. Scraping a little dirt away here and adding a little bit there until I was satisfied with everything.
I had two shapes, a trapezoid and a rectangle. The rectangle pieces helped to complete the circle between the trapezoid pieces. Like this:
12 of each piece made a layer. Total, I had 36 of each shape.
4. I added the last two layers and viola! It was finished.
Note: This is simply how I built my fire pit. I am no expert in materials safe for use by fire, this was simply the set-up at Home Depot minus the insert. I've heard from a couple readers that they believe you MUST have an insert. I've done some research on this and there are mixed reviews out there. I have put mine through two summers of heavy (at least twice a week) use and have had no issues, but I will leave the option of an insert up to you!