For complex shapes, the extrude tool is always best. I usually only make half with the centre line vertical, then I can just mirror it.
For the end curves, take a look at the cross sectional modelling tutorial on
http://www.amabilis.com.
Basically, just do a series of small extrudes, scaling the ends each time.
I'm also starting a small tutorial on my blog (
http://decapod-3d.spaces.live.com/blog/) to mirror Mike Porters Max one for MSTS2. However it may take a week or 2 to get done.