Hmmm ok well let's take these in sequence:
1. Subsurf will bend your corners but more than you may like, in that case you can use bevel to force the angles back to what you're looking for. For example, you can take a cube, apply subsurf and after two iterations you'll have a UV sphere. *you have to play with it, it's kinda hard to explain. So short answer: you'll need both, especially for hard surface modelling like a fighter. also - DO NOT APPLY the subsurf until you are happy with the results and or are finished monkeying around. Once you do, the mod will add all that extra geometry so making adjustments after the fact are onerous. If you're PC can handle it, model it with the modifier on until the end.
2. As a general rule, I tend to join my meshes before beveling, but sometimes it causes some issues at the joins (especially if you have doubled verticies at that point) always remove doubles after any join/merge. sometime, wonky results are unavoidable and you'll have to go play around with some vertex manipulation to straighten the edges. But that's up to you, dealer's choice as it were.
3. How to create curves? Add->curve->spline. You can also convert the curve to a mesh when you're happy with it.
4. Yes! Your friend is the Boolean modifier! You can use the union function to merge meshes and delete the overlapping geometry. If you get funkiness, change the solver from exact to fast.
Hope this helps.