When modelling with Poly's (well any tool really), the trick is to keep it as low resolution as possible, and you can switch between preview modes (by pressing "1","2","3") at any point, but it makes for good practice to model at level "1", and use "3" for checking periodically.
When you are ready to render you can smooth your mesh
1) Polygon Menu > Mesh > Smooth
2) Modify > Convert > Smooth Mesh Preview ("3") to poly's
the problem being if your model isn't low res to begin with you could end up with an awful lot of geometry.
If your scene is going to have a considerable amount of polys, you can at this point look into proxy models (low poly versions used as place-holders), and creating attributes/scripts to turn on/off your smooth (as to only have is on at render time)
you can also play with the "Normals" if your getting some hard edges or simply to tweak the look. a good place to start with the normals
1) Normals > Set To Face over entire object
2) followed by "Normals > Average Normals",
secondly by changing how edges are perceived by the renderer these can also help to adjust problem areas
1) Normals > soften edge