Lighting and... Lighting... Err... Something like that. Adding a really high freqency bump with a low strength setting sometimes helps too. Also don't worry about making everything just one mesh. Seems that a lot of the pros just quit worrying about whether one thing passes through another and just go with what will look cool in a render. Sure, sometimes it seems a bit lazy - but it works. (Spaceships and buildings with a lot of doodads sticking from them seem to be built this way.)

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Barbequed Pixels?

Your friendly neighborhood Wings3D nut.
Also feel free to browse my freebies at ShareCG.
There might be something worth downloading.