Circles? use the Ellipse select tool, then either fill the selection or stroke with Pencil tool.
Turn off Antialiasing for the ellipse-select tool, of course.
Lines? shift-click with the Pencil tool
Arcs? use the Path tool, then Stroke the path (with paint tool 'pencil') when you've decided it's right.
Polygons? Freehand select, or path tool, and fill the resulting selection
Polylines? Hold down shift and click,click,click.. Or stroke a freehand selection or path , with pencil tool
Anyway, for pixel art, if you are not animating, I recommend Grafx2 much more highly as a free pixel-art oriented paint program.
http://code.google.com/p/grafx2/It handles most of the above in a more pixelly, and faster to use, way.