A long crossfade can also help. If the loop point is too obvious, you may be able to muffle it with a low-pass filter or hide it in a reverb. The problem with looping a single cycle, is that you lose any variations in the waveform that happen over a longer period such as vibrato, background hiss and any other thumps, buzzes and whistles that are part of the sound. This is a particular problem with background hiss which will stop abruptly when the loop starts and will take on a 'buzzing' or 'fluttering' character. Sometimes you can get away with using a low-pass filter to muffle the sound as the loop starts, but the best thing to do is avoid the background noise.
Most digital synthesizers base their sounds on built-in samples.
These samples can be very useful as they are have already been selected and processed by the manufacturer for maximum impact, recognisability and usability. You should then be able to listen to 'clean' versions of the built in samples to hear where the loops and multisamples are. When you have taken a sample of a sample you need to find the loop length that was used on the original. This is where a waveform display is useful as you should be able to see a repeating pattern in the level of the waveform. Find a dip in level and position the other end of the loop at the next corresponding dip.