<< RealTime3D`

Elliptic cylinder:

ParametricPlot3D[{Cos[theta], 
                  2 Sin[theta],
                  z}, 
                  {theta, 0, 2 Pi},
                  {z, -3, 3}];

Hyperboloid of one sheet:

ParametricPlot3D[{Sqrt[1+z^2] Cos[theta], 
                  Sqrt[1+z^2] Sin[theta],
                  z}, 
                  {theta, 0, 2 Pi},
                  {z, -3, 3}];

Sphere:

ParametricPlot3D[{Sin[phi] Cos[theta], 
                  Sin[phi] Sin[theta],
                  Cos[phi]}, 
                  {theta, 0, 2 Pi},
                  {phi, 0, Pi}];