You could also create an extrude along a profile curve. For example, create a NURBS circle. Now, create a curve with the CV tool. Select the circle first, then shift select the curve. Go to Surfaces --> Extrude (option box). In the option box, you can start with these settings"

Style: tube
Result Position: at path (profile works also...try both)

Everything else can be default. That's it. You should have your tube the way you want.

Another way would be to duplicate a series of nurbs circles and loft between each one.

Like Rage suggested, if you want to work with cylinder primitives, check out the deformers in the animation menu.