I can make a cylinder easily enough, but if I want to bend it then obviously part of the pipe goes all thin and stretched. Is there any fool-proof way to make a decent pipe? It's kind of annoying not being able to get the right angle for it to bend because it goes all thin.

Ok, going by memory.

Draw a curve that has a bend like you want your pipe too.

Under deforms, is By Curve, with your cylinder selected, execute this operation, it gives you the pick tool, select the curve, and mess with the options.

Subdivisions help.

When your done, I think you can use freeze transforms, and then delete the curve.

It seems to work with the pipe I wanted to make, but it wasn't a very bendy one, and any other pipe would end up as thin and stretched as if I'd done it the normal way. Anyway, thanks a lot for your help!

To add to Caleb's post you have to use freeze model before deleting any curves that were used for the creation of the bends.