I've just been modelling an aircraft with a fairly complex wing root, in that it's a very smooth blend and the root is a different shape from the wing profile itself. It can cause all sorts of smoothing problems if you cock things up (which I've managed to avoid to a large extent).
Essentially I made the wing in it's entirely then deleted a little bit between the wing itself and the fuselage. With the tiny bit (one set of vertices) on the fuselage I moved them into the correct shape of the wing fillet, trying to move them as little as possible from where they were originally. After filling all the gaps where I'd deleted faces I had a nicely contoured wing, and a nicely contoured join, but a big chunk of faces with no shaping. You can then go in to that area and using the slice plane tool make yourself some vertices to work with. Then, using the scale tool, adjust those vertices set by set to shape the wing into the fuselage. Because you've already got the bit on the wing and the bit on the fuselage, the framework of vertices is already there and in the right shape. You just have to mess around with the non-uniform scale and you'll get a nice smooth attachment.
This way helped me get a much smoother progression into the fuselage.
One way I would definately avoid at all costs is the 'single vertices' way of modelling. If you're going for smoothness then avoid working single vertices - one you've moved one on it's own it's out of line with the others, and as hard as you try you'll never get it as straight as if you move/scale a block of them. It's fine to move them where you need to - inevitably you will when attachin the wing like Bill says - but if you try to hand model the root vertice by vertice you're not going to have a good time.
In my project I've put a mesh smooth modifier on the wing/fuselage join as well. I was 99% happy with the join without it, but now I have a perfectly smooth join in sim. You have to be careful with mesh smooth, because you can really really ramp up the polygon count if you're not careful, but it has its uses.
Another quick note in fact, since I imagine this might be your first project. Export to the sim regularly. This takes 2 seconds if you don't know how to already. Choose a plane you don't use in the sim (some old freeware etc), then go into it's model folder. There will be a .mdl file in there. back it up if you like. In Gmax go into FS Tools -> LOD name tool and assign a new name. Doesn't matter what you call it. Then go into File -> Export and save it as a .mdl file in the model folder of the aircraft you were just in (with the same name) and hey presto.
Bits that look awful in Gmax can really sort themselves out in sim, and vice versa. It's always worth checking. Plus it keeps the motivation up!
