Ive seen people with such clean good looking models, whenever I make one it turns out looking horrible. Im using milkshape 1.7.0. Ive used the clean button but it always gets rid of verticies so i can't use it in game

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I just wanted to know what you guys do to make your models look so nice, and work. And I have also heared of people making models from scratch and using them, is that possible?
Thanks in advance
--SC2