Thanks all of you ! Very nice from you all to give me an hand on this !
Well for now I've cut some edges, reduced the cylinders used for the guns (
1517 poly for the moment) and will begin some tweaks on the main part.
Also thanks to you I know all about ...
cockpit modeling for freespace 2, arf !
I will give it a try for the two methods I read about here and will decide the one I prefer later :
Actually don't delete those faces, simply make them a seperate object. This becomes the "glass". Then you can hide the glass and stick a cockpit tub in there. Once your done, unhide the glass and give it a glass texture 
Doing the cockpit with textures is a good choice for your first model(...)
I will post the results as I make some progress. As I already said, I have to learn about UV Mapping, subobjects creations and some other details...
one quick question, excactly how long have you been making this!?
Why're you're asking

? Hard to tell as I learn Blender
while I'm creating this fighter. Maybe 6 hours or more for the moment. Imagine this, everytime I have a problem I'm running here or into a Blender french community asking dumb questions... wait for smart answers ... then continue with the modeling. A quite great loss of time

(I think that I would have soon succeeded making them lose patience…

!)
PS : here's a
strange blender behavior while I have seperate the cockpit. It happens only when rendering, some edges I surrounded here in red do not appear like this in edit mode or object mode ... grr ...
Well now thanks again all of you, and have a nice day !
(01:54 AM here)