To construct a simple PVC stilling well:
Use PVC Schedule 40 electrical conduit (to withstand UV in an outdoor environment). The biggest advantage of electrical conduit is that electrical elbows are all large-radius turns. Plumbers would call electrical elbows "sweep elbows."
The HOBO U20 logger's 1x6-inch form factor will fit through 1.5-inch electrical PVC conduit elbows with plenty of clearance (and probably 1.25-inch electrical PVC elbows as well).
You need to cap your stilling well for security. The cap will also serve to keep debris, insects, and small animals out. Regular (potable) water wells require an approved well cap to prevent contaminating the ground water.
Well caps are usually aluminum or a thermoplastic and include a vent hole screen to equalize any pressure difference between the inside and outside. If your well cap does not have a vent you could remove the O-ring (if any) from the cap or drill a few small holes in the pipe (or cap). This should suffice to equalize pressure in your stilling well. Because the HOBO U20 logger is completely submersible, the casing and cap do not need to extend above the ground or above flood level. Normally you would extend the well casing and cap 6 inches or so above the ground to help keep dirt out of your lock and well. The logger used for barometric correction needs to be mounted higher than flood level.
One nice well cap is the Pro Hydro well cap. http://www.prohydroinc.com/prohydrowellcap.html
You could also use a 2-inch aluminum or PVC locking cap. An example of an aluminum locking-cap with female threads is the 751-202-01.
Thread the cap onto a Schedule 40 2-inch male adapter. You would want to use a pipe joint thread sealant (or slow curing epoxy) that hardens to keep people from un-threading your locking cap (lock-tite in a small blue tube).
Use straight sections of Schedule 40 conduit, making any bends using standard electrical radius elbows. Electrical PVC elbows have a long radius sweep. Gravity will make your logger slide down vertical pipes. If the location of your sensor in the well approaches a horizontal grade, you may need to push your logger through. If you must have push-pull capability, you can install small-diameter vinyl tubing (flexible hose) over your wireline.
End your stilling well with a slotted pipe section or section of PVC with several 1/4" holes drilled into it - maybe with a cap on the end.
For instructions on how to mount a HOBO Water Level Logger in a well see Wireline Mounting a Water Level Logger in a Well