I pretty much use Blinns for everything, although mental ray has some good built in meterials.

Your not getting an alpha as you need to switch it on in the mental ray tab, its under custom entities and you need to check pass surface to alpha (or something like that)

Also your spitfire looks quite reflective, turn it down, there quite dull with only slight spec highlights when the lights hitting them.

You might want to look into adding some fresnell effect to the cockpit/body, to crank the highlights to the edges of the model