> My question: what's the best way to draw a pipe with a
> wall thickness?
One way is to first construct a completely solid pipe by drawing a path curve and a circle a distance away from the path and using the Sweep command. Then you can give it wall thickness by selecting the end caps and using the Shell command.
There is also a special "Pipe" plug-in that makes it a bit easier to create this kind of pipe object, that's a new command that you download and copy into the \commands sub-folder to make a new Pipe command available, some more info on that here: http://kyticka.webzdarma.cz/3d/moi/#Pipe