Yes, the sandbox tools would be the "native" way to do it (although those are actually plugins themselves, too).
If you are in to such curvy modelling; it has never been easy with simple SU tools. Either you need to "hand stitch" the curves from endpoint to endpoint (often triangulated) or use different trick of autofolding or intersecting faces...
It is not the best thing to try these techniques (while learning) on a real model you are working on but if you can separate individual examples (preferably simple ones from scratch), we can go through a couple of tips and tricks.
And there are of course those different, marvellous plugins nowadays. Go to the Plugins subforum under Resources and check out one of the sticky posts: "Plugin index" (or what). Search for loft-ing, skin-ning etc.
