Booleans are fine so long as you don't ever want to do anything advanced with them.
Mental Ray can have problems with them, I know maxwell doesn't like them.
You are much better off as Arran says to draw them out and create the geometry itself.

Booleans are nothing but a hassle in the end.
I've checked in 8, 8.5 and 2008 to see if they've improved and unfortunately not.