I want to make a model that looks like the first picture (i just put a plane and i circle and extruded). The way i want to do it is like the second picture, this i made from a subdivided plane, where i used the loop tool on the corner face to create a circle and then extruded everything...but with the subdivide modifier, i can not get sharp edges where i want them..i tried as you can see in my picture to use the crease tool to select edges i want sharp, but i can not use it on all edges i want sharp, cause that deforms the cylinder shape..any advices?
Do not use the Subsurf modifier on everything you make
Subsurf modifier is not a must. It creates a lot of geometry that is not always necessary. Just model the geometry you need. You can have more vertices in the cylindrical part alone. You can use bevel modifiers to make the forms more realistic since objects rarely have completely sharp edges. Two bevels with the first forming loops to fix shading work nice:
You could also use Y.A.V.N.E. add-on to calculate face area weighted normals to have nice shading with only one bevel.