Before resorting to the last two techniques below, see if the shape of interest can be built up from simpler elements. Further, subdivide your project into simpler elements. Sheet styrene is cut in the appropriate polygonal shapes and glued together. The problem with this technique is that the object of interest needs to be planar in form. Initially, it looks like it takes one hand on each part and a third hand to apply the glue or solvent.
Gussets eliminates one degree of freedom from alignment.
A variation of this technique reduces to a simple lamination - stacking sheets on top of each other, then sanding or carving the exact shape you want. For example, say you wanted to replace warp nacelle support pylons on the Enterprise-A with curved leading and trailing edges. To build this example, I would take some 60 thou sheet and cut it in desired shape. However, there are forward and aft intake vents on the pylon, and the center sheet would be notched, as appropriate, fore and aft to account for these intakes and exhausts. Next, I would apply grooved sheet to replicate the plasma flush vents on the sides of the pylon.