A good idea is to make the cross-section shape of the wing first (the airfoil shape) and then concentrate on overall shaping. That way, the whole wing will retain the basic airfoil shape, keeping it uniform. This will keep you from getting wrinkles.
For the engines, I would recomend starting with a tube object with about 20-32 sides and four or five height segments. That will make it easier to get the shape you want with the polys.
The wheels are a whole nother mess altogether. I suggest you jump over to
www.freeflightdesign.com (see Felix?

) and check out the tutorials section. They have many great ones, and its where I got all my experience with gWax.