In 2.5 and 2.6 the location of those parameters have changed in comparison to 2.49 (screenshots from the page you found).
When you add a new mesh, those settings will appear in the panel that is left of your screen, in the bottom.
That’s very impractical unless you have a very big monitor as else you’ll need to scroll a lot, but fortunately as an alternative you can press F6 after adding a mesh and it will popup a window containing the settings and more easily accessible.
When adding a cylinder, you don’t have a setting to give it thickness.
To do so, after adding a cylinder, press F6 and disable “Cap Ends”.
Then add a “Solidify” modifier, that will add thickness to that hollow cylinder that you will be able to control.
I can’t find a way to change cylinders - de-cap them - I’ve already created. I’m looking under Object Tools and I’m in Object Mode. Is that the wrong place?
Unfortunately, if you make any actions after adding a mesh (out of rotating the view), the mesh own settings panel will then become unavailable.
For the modifiers, they’re available there :
Select the model on which you want to add a modifier before.
Awesome!! Thanks so much, Sanctuary. Exactly what I need to know.
Little surprised about the mesh settings going away, particularly since coming from the CAD world I used tubes much more than cylinders. But now that I know to watch for that, I’ll be fine.