I have USB cable that has a cylinder at the end. I’m wondering what it’s for and if my other USB cables should have one too?

That cylinder is a ferrite core (sometimes called a choke) and is designed to reduce electromagnetic interference. You can find some that are moulded right into the cable and others that can clip on. If you really want to get more, you can buy some from Maplin and add to your cables.

Personally I wouldn’t bother getting extra ones unless you actually notice that you are getting interference or cross talk across your cables. If you see interference patterns on your screen, or notice a drop in performance; these may be one way to address the problem, but if everything is working fine you probably don’t need them. They’re as cheap as discount dental supplies, but the reality is that in most cases they won’t make much of a difference.