Alright, this is a theoretical model by which circulatory systems could evolve. I do not know if there's any better actual models, I haven't researched that. I'm simply giving a plausible path.
1) Sponge-like ancestors utilized sea water and cilia as a mechanism of transport in a mostly hollow interior.
2) A primitive pump evolves and speeds up the circulation
3) The hollow interior shrinks in coevolution with the heart, greater pumping allows a smaller hole to carry the transport liquid. Blood diffuses throughout soft tissue like in an open circulatory system.
4) Smaller tubes that allow more direct transport of blood evolve, extending directly into the tissue they supply blood to, creating the closed circulatory system of today.
As for the complexity of blood, blood clotting can be performed utilizing long polymers that are already there, for example. This is called exaptation, when evolution jury rigs a new function out of old materials. This is similar to how feathers likely started off as mechanisms to trap heat, not as mechanisms for flight.
Bacteria flagellum? That's an easy one. First proposed by Michael Behe, its received a lot of attention. Mostly because of how wrong it is. As J.T. points out, some bacteria flagellum indeed are simpler than the proposed model.
But a more important thing to point out is that even if a flagellum, or a circulatory system, or blood clotting, or anything else is irreducibly complex (from here on defined as: Any system where the removal of one part removes any possible use of the system), that does not mean it couldn't have evolved. Indeed we expect irreducible complexity to evolve. Muller called it interlocking complexity. A good example of how interlocking/irreducible complexity could evolve comes from the game of Jenga.
If you've ever played Jenga, you'll be familiar with the basic idea. You create a stack of blocks, laying them three at a time, then laying three more on top of those three. The objective is to remove a block without causing the entire structure to fall. If you remove the center block of a middle row, the structure becomes irreducibly complex. Removing the left or right block after the center block will cause the entire structure to plummet. But that does not mean that the structure was built without that center block. Structures can become irreducibly complex by removing a part that is no longer needed to maintain function.
After many many turns of Jenga, you may look at the tower and go "Wow, there's no way that could have evolved. Removing even a single part causes the entire thing to collapse!" But obviously it has evolved. It started as a large tower with no gaps, and then unneeded parts are removed.