You may need something like this: Complicated shape (well, just a bent tube.)
In Edit Mode, Select All, Extrude>>Region then Escape without moving anything.
Then press Alt S, which will scale along normals, or “Shrink/Fatten” the mesh.
Scale in a little, and you get this.
As you can see here it’s not a perfect solution, but the tweaking needed to straighten out the ends is minor.
Your best bet is to use the Mesh->Scripts->Solidify Mesh script (works on selections - dunno why it doesn’t help you in your case?). It might not be available in all blender versions though, in this case just search for it inthe forum/wiki and place it in your scripts directory.
And i for myself hope this is added as a modifier sometime in the future as well