then what about Bresenham, can it be used in D3DFVF_XYZ
I don't think so. The Bresenham's circle algorithm is suitable to drawing a circles in 2d. It was developed when drawing single pixels to the screen was the slowest thing ever... that's like some decades ago.
Just create a mesh using the given functions (as smooth as required) and I can guarantee that the sin and cos functions aren't the performance bottle neck. If you store the geometry inside a vertex buffer, it'll be enough to create the mesh once at the start up.
Give some screenshots to show what you want and what you have accomplished. It is really difficult to read people's mind you know.