Loss is one of the most substantial impediments to integrated plasmonics. In this paper, we present a theoretical analysis of active cylindrical plasmon slot waveguides, including their modal characteristics, gain spectra, and lasing threshold. Particular attention is given to two classes of waveguide geometries composed of various core/channel/cladding materials: a dielectric/dielectric/metal (DDM) waveguide and a metal/dielectric/metal (MDM) waveguide. Using empirically determined optical constants, we systematically study the dispersion, propagation length, threshold gain, modal gain, and confinement factor of these slot structures. For DDM waveguides, we show that introducing the gain in the channel rather than the core is of paramount importance for reduced threshold gain and increased modal gain. Confinement factor enhancement is even more pronounced in MDM waveguides, where modal gain can exceed threshold gain by to across visible and near-infrared frequencies. By carefully tuning the core/channel relative dimensions along with the lasing frequency, we show that threshold gain as low as 500 cm is achievable in cylindrical plasmonic devices with overall diameters less than 200 nm. Our results indicate the promise of plasmonic slot structures for low-loss optical networking, and provide a roadmap for the design of optimized nanoscale plasmonic laser cavities.