I've found out, even with this one, completexy doesn't mean thats going to be whats causing the problem. For example, I would have been hunting all over the wings trying to find what caused it when it was the glass (which was quite simple) all alone. Divide and conquer.. Actually I've found when your UVing you can find erronous (sp?) polys rather easily, when something doesn't quiet fit in or is connected to wrong vertices, then theres a good chance you've got an internal useless poly.
The cockpit was just a material fault by the looks of it, but the thing is here, that there
are massive geometry errors in the wings, but having it split up into objects hasn't helped.

Having it all one solid continuous object would likely have prevented said geometry errors in the first place, but wouldn't have affected the glass either way.
Look at my creature meshes, try doing that with just one mesh
I
have actually.
(Ignore the terrible smoothing though. It's an old model.)
Wait a monent, are you just talking about mesh attach and not booleaning them together? If so then we're argueing about nothing then
If your just joining that won't solve geometric problems.
Heh, I take it you use 3ds max then? No, I did mean attaching them, but I mean something closer to booleaning rather than just Max's Attach button. (I say closer, because I don't really like booleans. I much prefer to do anything they would normally do manually.)

Incidentally, why don't you use the Max POF exporter if you are using max?
If your doing mesh attach, then we're on the same wavelengths, otherwise you'll need to do multiple mesh selects.
Thats easy though. And again the increased stability it brings is well worth it, along with better use of the available texture space, since everything rendered to the model will actually be seen rather than hidden inside another piece.
Actually, that reminds me of another reason for solid continuous meshes - shadows. If shadows are ever reintroduced in the way Bobboau originally designed them, multiple piece geometry like this will cause some really weird effects, since it works with solid or mostly solid objects.
Again if your just joining meshes then theres no change. If you boolean, look at my creatures again, last thing you want to do is boolean all those spikes 
For small extrusion details like that, no - there's no need to boolean them. Neither though is there a good reason to have them as an alltogether separate object from the hull. In such cases, the attach button in max is perfect.

Using your model here as an example, were I building it I'd have the hull, engines, wings and cockpit neatly joined (meshwise) together, and then have the tiny details like the guns a part of the same object, but not nessicarily connected to the rest of the mesh. In max terminology, my rule would kinda be 'Boolean the big things, attach the small things'.
So by the time it's ready for conversion, PCS only has to deal with one piece of geometry rather than having to merge them all together just to create the hull as you currently have it do. That's likely where errors are going to arise.
I'm not worried though - as your models become more complex, I'm fairly sure you'll learn to merge them into one mesh for the same reasons I did.
