Here's how to model an ice cream cone! We'll use the screw modifier, the 'Spirals' operator, curves, bevel objects, and tilt and radius of control points. I'll point out a lot of lesser known shortcuts and tools as I work, though I do assume you know the basics of Blender (navigation, selection, extrusion, etc).
Reference image: http://i.imgur.com/OgAuq5o.jpg