Point of order: The term is transcendental, not transcend, number.
The history of π is a fascinating subject, and attempts to calculate pi have contributed to our fundamental understanding of mathematics. The first person to devise a formal and rigorous way of calculating π was Archimedes, who used inscribed and inscribing polygons. Archimedes method allows one to bound pi between two limiting values.
No one improved on Archimedes method until Newton. Newton introduced several innovations, including generalization of the binomial theorem to non-integer powers, and invention of calculus, which enabled him to calculate pi far more efficiently.
There now exists a method for calculating the Nth hexadecimal digit of π. This can serve as a valuable check on long calculations, since they will almost certainly be done as binary numbers before conversion to decimal, so one can easily check a sample of digits along the way to validate the calculations.
Your screen name says it all...
In your study of the history of pi, have you learned why that particular character of the Greek alphabet was assigned? Was it in premonitional deference to a certain baked good?