For the "BEST" results, here's what you need to do.
Buy you ricotta cheese. Purchase some cheesecloth. The day before you want to make the cannolis place the ricotta cheese in the cheesecloth and gather it up at the top, like a bundle. Twist the cheesecloth with the cheese over a sink very tightly to squeeze out some of the liquid. After you do this place the cheesecloth with the cheese into a strainer and suspend it over a bowl. Now place in the refrigerator overnight.
The next day, squeeze the cheese again.
This will make the ricotta creamier. I'm a former pastry chef and the ricotta we used is a special kind, with less water. So for the at home baker this method works great with supermarket ricotta cheese. BTW I prefer Polly-O.
Now you can mix the cheese with powdered sugar, cinnamon and a touch of nutmeg. Add mini chocolate chips and/or candied citrus pieces.
You can fill a large ziploc bag with this mixture, cut an opening in one of the corners and squeeze into the shells. You will have to do it from both ends.