re: Strength is not all that matters...
If you did have such a hypothetical super high-strength material, it would probably be used with a thin liner similar to those used in conventional filament-wound vessels. It's more impermeable to gas, but thin enough to yeild and impart the stresses to the windings.
We did a lot of work with high vacuum at Gravity Probe B. While I wasn't into the physics end, I did do the mechanical design for a Shuttle test payload (never actually got flown). The vacuum chamber had to generate a higher vacuum than was available in space, so among other things there were four high-voltage ion pumps on it to suck up stray molecules.