You need to place the \foreach loop inside the frame and use overlay specifications for the \draw command (this will produce several slides inside a single frame, which then will give you the animation effect); something along these lines:
\documentclass{beamer}
\usepackage{tikz}
\tikzset{
invisible/.style={opacity=0,text opacity=0},
visible on/.style={alt=#1{}{invisible}},
alt/.code args={<#1>#2#3}{%
\alt<#1>{\pgfkeysalso{#2}}{\pgfkeysalso{#3}}
},
beameralert/.style={alt=<#1>{fill=red!30,rounded corners,inner sep=1pt}{},anchor=base},
}
\begin{document}
\begin{frame}
\centering
\begin{tikzpicture}[scale=3]
\foreach \x in {0,...,10}
{
\draw[
color=orange,
domain=0:\x,
samples=200,
visible on=<\number\numexpr\x+1\relax->
]
plot (canvas polar cs:angle=\x r,radius= {\x});
}
\end{tikzpicture}
\end{frame}
\end{document}

I used the visible on style (illustrated, for example, in this answer) for the overlay specification to prevent the elements from jumping around.
In the above solution, the whole spiral (the "old part" and the new one) is drawn in each slide, so the compilation time can be very long and the calculations will be increasingly heavy; to prevent this you can use
\documentclass{beamer}
\usepackage{tikz}
\tikzset{
invisible/.style={opacity=0,text opacity=0},
visible on/.style={alt=#1{}{invisible}},
alt/.code args={<#1>#2#3}{%
\alt<#1>{\pgfkeysalso{#2}}{\pgfkeysalso{#3}}
},
beameralert/.style={alt=<#1>{fill=red!30,rounded corners,inner sep=1pt}{},anchor=base},
}
\begin{document}
\begin{frame}
\centering
\begin{tikzpicture}[scale=3]
\xdef\lastx{0}
\foreach \x in {1,...,20}
{
\draw[
color=orange,
domain=\lastx:\x,
samples=200,
visible on=<\number\numexpr\x+1\relax->
]
plot (canvas polar cs:angle=\x r,radius= {\x});
\xdef\lastx{\x}
}
\end{tikzpicture}
\end{frame}
\end{document}
so in each new slide only the new piece is added. The result:

And here's a version of the animation produced using the animate package; only some pdf viewers (Acrobat Reader, tipically) will support the animation correctly:
\documentclass{beamer}
\usepackage{tikz}
\usepackage{animate}
\usepackage{ifthen}
\hypersetup{pdfpagemode=FullScreen}
\newcounter{tmp}
\stepcounter{tmp}
\begin{document}
\begin{frame}[fragile]{}
\begin{center}
\begin{animateinline}[loop,poster=first,controls]{2}
\whiledo{\thetmp<21}{%
\begin{tikzpicture}
\begin{scope}[scale=2]
\foreach \x in {1,...,\thetmp}
{
\draw[
color=red,
domain=0:\thetmp,
samples=200,
]
plot (canvas polar cs:angle=\x r,radius= {\x});
}
\end{scope}
\path[use as bounding box] (-3,-3) rectangle (3,3);
\end{tikzpicture}%
\stepcounter{tmp}
\ifthenelse{\thetmp<21}
{\newframe}
{\end{animateinline}\relax}
}
\end{center}
\end{frame}
\end{document}
But for example here: http://www.texample.net/tikz/examples/animated-definite-integral/ the person didnt used the same logic... its because of the: \begin{frame}[fragile]{Animated Integral}?
What i still dont understand 100% is why i need the tikzset...
– Luke Apr 20 '14 at 15:43visible on, you're right. The style makes the elements always present, but only visible on the specified slides. The example you linked doesn't use this because there the bounding box is always large enough to contain the elements drawn, so there's no risk that new elements will make the image "jump"; in your concrete example, without something likevisible on, the bounding box would change from slide to slide causing undesired "jumps".\tikzsetis where the styles (in particular,visible on) are defined. – Gonzalo Medina Apr 20 '14 at 16:39animatepackage that might be of interest for you. – Gonzalo Medina Apr 20 '14 at 21:45