While I have often used sonotube for scenic purposes (its economical, easy to find, comes in a variety of sizes including huge diameters - I once used 1 for a castle turret), sometimes sonotube isn't the best choice. First, it isn't always a consistent product - the diameters and thickness of the materials can be off relative to other pieces for instance. And, while sonotube is strong, it isn't structural.
The above website hosts a range of plywood cylinders in several lengths. While cost is always relative, they are reasonable prices. Tape Ease as a wide variety of veneers, laminate, and edge banding as well. hey also have hand and power tools to work with the products they sell.
Tapeease also has MDF corners that are curved.
This site has fiberboard tubes - in circular shapes, but also other shapes as well.
This site also sells caps for the cylinders.