What's the best way to make a long, hollow cylinder composed of filigree? I'd like to make a pen composed of wavy filigree, similar to overlapping vines with hollow spaces between the "vines." The overlapping of vines holds the cylindrical shape. How would we go about making that? 

I am new to Blender and don't know what Tags to add to this question. 

Here is an example of filigree used on a ring:
Its not pretty but ...

Here I used the Bezier curves to make a basic design, you might be better off using a vector package like Inkscape and then importing your design.
Note that it is Cyclic, 2D, Extruded and Beveled.


I then converted the Curve into a Mesh (not sure that step is strictly necessary) and then added an Array modifier.


Created a Bezier Circle and rotated it by 90 degrees on the X and scaled it by 4.


Then added a Curve modifier after the array and set it to the new Circle.


This all took minutes and is bit rough, but I hope it gives you some ideas.