That depends on what you are using, polygons or nurbs. I think it's easier to do with polygons but nurbs can give better effects. With polygons you can just extrude and model, in the beginning it is hard but with some practise it will become a piece of cake. With nurbs it is harder because you can't extrude, so that is just a lot of pulling and pushing.

The best advice is to practice a lot. I am not an expert but this is how I do it.