Could someone help me to draw this picture 
but in point (0,0) to have small circle negative oriented, like here

I am beginner with tikz and this looks to complicated for me. Any help is appreciated.
UPDATE. I used your solution (thank you very much for all) and result is next
\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{calc,decorations.markings}
\begin{document}
\begin{tikzpicture}
% Configurable parameters
\def\gap{0.2}
\def\bigradius{3}
\def\littleradius{0.5}
% Axes
\draw [help lines,->] (-1.25*\bigradius, 0) -- (1.25*\bigradius,0);
\draw [help lines,->] (0, -1.25*\bigradius) -- (0, 1.25*\bigradius);
% Red path
\draw[line width=1pt, decoration={ markings,
mark=at position 0.2455 with {\arrow[line width=1.2pt]{>}},
mark=at position 0.765 with {\arrow[line width=1.2pt]{>}},
mark=at position 0.87 with {\arrow[line width=1.2pt]{>}},
mark=at position 0.97 with {\arrow[line width=1.2pt]{>}}},
postaction={decorate}]
let
\n1 = {asin(\gap/2/\bigradius)},
\n2 = {asin(\gap/2/\littleradius)}
in (\n1:\bigradius) arc (\n1:360-\n1:\bigradius)
-- (-\n2:\littleradius) arc (-\n2:-360+\n2:\littleradius)
-- cycle;
% The labels
\node at (3.6,-0.2){$x$};
\node at (-0.24,3.53) {$iy$};
\node at (-0.6,0.43) {$\gamma_{\varepsilon}$};
\node at (-1.8,2.8) {$\gamma_{R}$};
\node at (1.9,0.29) {$l_1$};
\node at (1.555,-0.32) {$l_2$};
\end{tikzpicture}
\end{document}

Thank you one more time for helping me.



fill=gray, so\draw[fill=gray,line width=1pt, decoration={ markings,to get the inside filled. – Alexander Mar 19 '13 at 17:17