There is an [opt] behind the "Create Cylinder" in the menu, click that for a menu to choose how many spokes you want.

For a basic gear, create a cylinder with as many spokes you want, select two faces on the rim and "Select Loop", Bevel once, extrude. 

Or click one edge on the rim, "Select ring". Then skip that selection and select both the upper and the lower loop around the ring. Cut once. "Undo Selection" to select every second edge in the ring and scale. 

Does that work for you?

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Sail out to sea and do new things.
-"Amazing Grace" Hopper

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