On your first attempt, it looks like you had the Bevel Plus options off. Try lowering the "Bevel Width" option. You dont have to close/open the curve, as long as the very last vert you laid out is snapped the the very first vert. Just use vert-snapping, and you should be fine. Hotkey is the "v" key. When I made my guitar, I used the Bevel Plus for both the body and the headstock. It gives them those nice slightly rounded edges. Just a suggestion.