Integrals such as these fall under the category of elliptic integrals and typically you cannot obtain any "nice" value as such.
\begin{align}
\int_0^{2\pi}\sqrt{1+\cos^2(x)} dx & = 4 \int_0^{\pi/2}\sqrt{1+\cos^2(x)}dx = 4 \int_0^{\pi/2}\sqrt{2-\sin^2(x)}dx\\
& = 4 \sqrt2 \int_0^{\pi/2} \sqrt{1-\dfrac{\sin^2(x)}2} dx = 4 \sqrt2 E\left(\dfrac1{\sqrt2}\right)
\end{align}
where $$E(k) = \displaystyle \int_0^{\pi/2} \sqrt{1-k^2 \sin^2(x)} dx \tag{$\star$}$$ and is referred to as the complete elliptic integral of second kind.
This doesn't prevent you from coming up with approximations to the integral. It can be shown, by using the binomial theorem for fractional powers to expand $(\star)$ and swapping the integral and summation, that $E(k)$ has the power series expansion given by
$$E(k) = \dfrac{\pi}2 \sum_{l=0}^{\infty} \left(\dfrac{\dbinom{2l}l}{4^l} \right)^2 \dfrac{k^{2l}}{1-2l}\tag{$\heartsuit$}$$
Truncating $(\heartsuit)$ gives us an approximation to the elliptic integral.
$$ E(k) = \int_{0}^{\pi/2} \sqrt{1-k^2 \sin^2(x) } dx = \frac{\pi}{2} F \left(\frac{1}{2},-\frac{1}{2};1; k^2 \right). $$
– Mhenni Benghorbal Mar 28 '13 at 22:28