Hi, I am new in opengl. I would like to know what is the best technique to create a nice, irregular, and complex shape such as an asteroid or a ship? Also, can someone tell me if there is some example or tutorial that teach how to create object with complex shape? Thank you for your help!

Use a 3d modeling program. Milkshape is cheap and good. NeHe has some tuts on how to load the models on his site.