Adding, subtracting, intersect and de-intersect

[Grogyan]

I am now at the point, racking my brain, searching the net, and I can't seem to find any good info or tutorials on intersecting two meshes, and then add or subtract them, like I can with Unreal ED, and I do realise that Blender doesn't do CSG, but surely there must be another way of doing it.

For example, I want to make a hollow tube, Idraw a circle, and extrude it, I draw a smaller circle over lapping the front face and extrude that, but it doesn't let me subtract (difference) the smaller cylinder from the larger cylinder to give me a tube.
In the above example how would I subtract the smaller from the larger?

[Paradox]

Boolean operations are best not used. Blender does support them, but I've gotten some really weird results with them and they tend to create more vertices than necessary.

However, select the object that you want to cut; hold [shift] and select the cutting object; hit [w] and select the operation that you want. (If it goes horribly wrong, try selecting in the opposite order)

[Grogyan]

Thanks Paradox, that makes it a whole lot easier to cut holes for doorways now.

It works doing the following,
In object mode with the two meshes, ie the cutter and the mesh to cut
I selected the cuttiing mesh,
Holding down shift (I use left shift) and select the mesh to cut,
Still while in 3D view press the "w" key,
Select difference,
and move the two selected meshes ot of the way,
leaving you with a new mesh cut the way you wanted.