The rpoblems you are experiencing are not chamfering sharp edges and not keeping to four sided polygons. See below...
Problem 1 & 2:
To keep the corners of the window sharp you need to chamfer the sharp edge see below for a rough idea of what it would look like
The same sort of problem here, you need to add a chamfer to the corner edges. This will give you a sharper edge.
Also, you should adjust your geometry along the side skirts so that there are only four sided polygons like the pic below...
I think this occurs when you use a smoothing modifier and separate by smoothing groups, this is not a good way of sharpening edges as it creates error like the one you have experienced here. you should use chamfering instead. chamfer the highlighted edge in the pic below and the problem will hopefully disappaear.
As well as that you need to chamfer the edge closes to the wheel to get a sharper outside edge
Same old problem, see below of how it should look...
All in all, you're not doing too bad, you've just got to model using a couple of rules and try not to deviate from these as much as possible
1. Stay to four sided polygons (known in the industry as 'Quads') as these produce much more accurate smoothing results.
2. Add a small chamfer edges to create sharper edges after smoothing. Either that or move existing edges closer together aslong as it doent messup the edge flow of the model.
3. Never (exept for in very rare cases) have razor sharp edges on a model as these are not realistic. Everything in real life has a chamfer or rounded edge (however small or seemingly insignificant) which reflects light, and adding these will do wonders for the realism of your model.
and just another helper. when you draw the edge around the wheel arch (or pretty much any other archway) the edges should always point to the centre of the arc, in this case the edges should point to where the centre of the wheel would be. This produces much nicer geometry and better results in the long run.
Hope this helps