Consider furniture grade PVC, much better quality than plumbing pipe. Also the fittings available for furniture grade pipe allows more flexibilty in design. See Mary Jo Sminkey's Agility Equipment and Products or Katie Greer's Agility Ability Equipment page for more information. The diameter of the PVC pipe is up to you. Larger diameter is easier for the dog to see, and sturdier.
Smaller diameter is more compact and cheaper.
Do be sure to use schedule 40, which is thick walled, not thin walled pipe. Take the cross joint and drill a hole in the center. Drill a hole in the center of the male plug. I found it easiest to put the screw into the plug, then into the cross joint and put the nut on inside the cross joint. It is best to secure the nut with glue, if you can.