Not particularly. Although there is a slightly reduced chance of snagging hooks on rocks, once a circle hook is actually snagged, good luck getting it back, as the inward-curved point catches prevents it from drifting out or being pulled out without damaging the tip. That being said, I prefer to use j-hooks in rocky environments as I can set the hook immediately upon feeling a bite, and use that preliminary strike to yank the fish away from its lair. I feel that circle hooks are better for sandy-bottom or pelagic environments, where you can let the fish chew on the bait and run with it for a little longer.
Ditto the thoughts of EgoNonBaptizo, A couple of other thoughts — whereas I normally use a high/low rigging, I only use one hook when fishing the rocky areas. If you do hook a fish you do not want the second hook to be grabbed by a rock. In addition, you want to use sinkers that give the least amount of profile to, again, be grabbed by a rock — torpedo sinkers or thinner. Lastly, you can attach the sinker via a lighter leader to your main line. That way if you are fighting a fish and the sinker does "grab" a rock you can break off the sinker without losing the fish.
I use sort of elongated tear drop sinkers to limit snagging. While trying to set the hook on a bite yesterday, I think I hooked a rock hard. I gave it a while hoping a kind fish or wave would pull it off but no luck. I ended up pulling the line by hand, and broke the leader, losing both the hook and sinker. It always bothers me to leave lead in the environment.