I would probably spline model them, add rectangular render thickness, convert to ediably poly, tweak it a bit, then turbosmooth.Please support us and post a [Link to www.digitalartsfront.com] on your website.
There are a few ways you could do it, with splines and varnished otter has mentioned or you could do it with basic poly modeling. Whatever method you use, the key will be the smoothing and making sure that you edge flow is nice and clean so that there are no lumps and bumps.[Link to www.3dprevis.com]
As mentioned, you'll have to look on your edge flow, avoiding triangulation and so on, as it's obvious you'll have to add a mesh smooth or turbosmooth modifier on top of your stack. Also i have to agree with VarnishedOtter, splines will probably be the easiest way, just create the basic shape, convert it to editable poly and tweak it as you see fit, drop a turbosmooth or meshsmooth modifier on top.
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