This study of properly or strictly convex real projective manifolds introduces notions of parabolic, horosphere and cusp. Results include a Margulis lemma and in the strictly convex case a thick-thin decomposition. Finite volume cusps are shown to be projectively equivalent to cusps of hyperbolic manifolds. This is proved using a characterization of ellipsoids in projective space. Except in dimension 3, there are only finitely many topological types of strictly convex manifolds with bounded volume. In dimension 4 and higher, the diameter of a closed strictly convex manifold is at most 9 times the diameter of the thick part. There is an algebraic characterization of strict convexity in terms of relative hyperbolicity. arXiv:1109.0585