well i have never used wings3d so i dont know how it works but I think what you need to do is learn your smoothing groups, Once you smooth those models out, epsecially the first picture they seem to lose all of there definition and they appear as a big funny shaped blob
I use Wing3D all the time.... In fact if you visit the website in my sig and go to the media page all the weapons and vehicles were modeled in Wings3D.
IMO Don't post screen captures of smoothed views from Wings because the way it does smoothing isn't so hot. The last one is much better because you can see the work you put into the model. Keep it up.
You're off to a great start. I don't have any crits, but I will say that you should definitely stick to it and keep working. You have a lot of potential and you will only get better with time and practice.