We present a 3D computational modeling study of the transport of micro-scale drug carriers modeled as microparticles of different shapes (spherical, oblate, and prolate) in whole blood represented as a suspension of deformable red blood cells. The objective is to quantify the effect of microparticle shapes on their margination, near-wall dynamics and adhesion. We observe that the near-wall accumulation is highest for oblate particles of moderate aspect ratio, followed by spherical particles, and lowest for very elongated prolate particles. The result is explained using micro-scale dynamics of individual particles, and their interaction with red blood cells. We observe that the orientation of microparticles in 3D space and the frequency of their collisions with red blood cells are the key factors affecting their margination. We show that due to repeated collisions with red blood cells in the presence of a bounding wall, the axes of revolution of oblate particles align near the plane of the shear flow, but those of prolate particles shift towards the vorticity axis with a wider distribution. Such specific orientations lead to more frequent collisions and a greater lateral drift for oblate particles than microspheres, but less frequent collisions and a reduced lateral drift for elongated prolate particles, resulting in the observed differences in their near-wall accumulation. Once marginated, the particle shape has an entirely different effect on the likelihood of making particle-wall contacts. We find that marginated prolate particles, due to their alignment along the vorticity axis and large angular fluctuations, are more likely to make contacts with the wall than spherical and oblate particles. We further simulate the adhesion between flowing microparticles and the wall in the presence of red blood cells, and observe that once wall contacts are established, the likelihood of firm adhesion is greater for disk-like particles, followed by elongated prolates, and microspheres. Consequently, this study suggests that the local hemorheological conditions near the targeted sites must be taken into consideration while selecting the optimum shape of micro-scale vascular drug carriers.