Here's some advice on figuring out the circle of 5ths:
Sharps
The last sharp listed on the staff is the 7th note of the scale - so the key is a half step higher than that sharp.
2 sharps - last sharp listed is C# so the key is D Major
3 sharps - last sharp listed is G# so the key is A Major
Flats
You just have to remember that 1 flat IS F Major
Then, after that, the 2nd to last flat listed on the staff IS the key signature
2 flats - 2nd to last flat is Bb so the key is Bb Major
4 flats - 2nd to last flat is Ab so the key is Ab Major
Relative minors
The 6th note of any Major key starts the relative minor key.
Example - in C Major, A is the 6th note so a minor is the relative to C Major
Another way to work that through, the relative minor key is a minor 3rd down from the Major key (same as going up a 6th).
Here are some websites that can test your key signature knowledge:
http://piano.about.com/library/Quiz_3/bl_test_quiz.htm
http://www.gcdyo.org.uk/theory/keyquiz.php
http://www.emusictheory.com/practice/keySignatures.html#.UUH2aReRsa8
Key Signature background and info:
http://musiced.about.com/od/lessonsandtips/qt/keysignatures.htm
http://spider.georgetowncollege.edu/music/burnette/MUS111/Keys.htm
http://www.music.vt.edu/musicdictionary/appendix/keys/keysignatures.html