No, that's how they guard the still
"Is you bein' one o dem revenuers?"
It depends on what sort of stuff it is. If it's a standard 'window' window as appeared on the side of the teaser, I'll have a box floating slightly above the surface of the wall. the glass sits slightly proud of the wall so that it dosen't intersect it, but on the other hand, nobody is going to go in there with a tape measure and find out
(see what I mean about the 'seat of the pants' thing?)
If it requires an actual hole, like a gunport or those deck vents - I'll usually build a shape that I want the window to be. Sometimes I'll shrinkwrap it to the surface if its curved. If not, I'll just place it by eyeball. Then I'll drop in a few control lines around the shape. If it's a complex shape, one good trick is to apply a subsurf modifier to the shape. If you actually apply the subsurf, you will have a much higher density mesh, but it should be easier to cut in vents and gunports. I'll delete the faces that cover the new shape on the old mesh, then join the two meshes. Once joined, you can then go in and create new geometry bridging the gaps (check out the 'bridge' tool). You have to be carefull about cutting in holes to complex meshes. You can bab up the smoothing if you put in strange edges or triangles.
I usually add them later. An exception is the Wheelhouse windows on the Teaser. I've actually put them through (might do an interior) and thus I've worked out how many faces to use in the curve of the wheelhouse so I can easily just delete alternate ones to get my windows.
It used to be that Booleans were kinda problematical in Blender, but the latest version (2.62 - out soon) has fixed some of this so just 'subtracting' the shape should be a more of a workable option.
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The Perry is looking sweet! Looks like you are getting the hang of decks and so forth. Looking forward to more!
Owen