PrimitiveType.Cylinder  

function Start () {
    var cylinder : GameObject = GameObject.CreatePrimitive(PrimitiveType.Cylinder);
}

using UnityEngine;
using System.Collections;

public class example : MonoBehaviour {
    void Start() {
        GameObject cylinder = GameObject.CreatePrimitive(PrimitiveType.Cylinder);
    }
}

import UnityEngine
import System.Collections

class example(MonoBehaviour):

    def Start():
        cylinder as GameObject = GameObject.CreatePrimitive(PrimitiveType.Cylinder)