I recently began playing the piccolo, and was wanting to buy one. But I don`t know the difference between conical and cyndrilical. Which would be better for marching band.

conical gets smaller to the end,I have a Gemeimhardt piccolo 4psh.I do not know why it is that way,but it works for me.

Thanks Pricilla. Do you use your piccolo for marching or concert band or both?

well I got it for christmas and did not play in that concert afterwards.I am marching it this year no doubt,and I may play it in a few songs in the concert season.I may also play alto flute then...I may be getting one for Christmas.

Try plastic especially if you live in the midwest:

http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&category=16229&item=3740115355&rd=1

http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&category=16229&item=3733061796&rd=1&ssPageName=WD1V

Conical gets a lot narrower towards the far end of the piccolo, and then opens out again for about the last inch. Professionals usually prefer it for its versatility of tone/volume etc.
Cylindrical is possibly easier for a beginner to play.
Most plastic ones are cylindrical.