1.) When you first create the cylinder, select the option box. This will allow you to create it with caps on both ends, caps just on the top or bottom, or none at all.
2.) If you're trying to stitch it to something else, such as a leg to a body, don't cap it at all. You just want to make sure you have your isoparms matched up. Check out the arm stitching tutorial here at SM or the tuts at MtMckinley's site (his url is in his signature) in the above post.
3.) As far as rendering out in wireframe, you might want to look at this thread:
"Terminat Bora Diem, Terminal Auctor opus."