EDIT: My example was misleading. I don't want to use polys/faces. Please see the example of how this is done in Maya:
My first example didn't make it clear that I want to influence the way the "bridge" is formed by the other bounding curves. Is there not a way to do this? Curves can be used to define a bevel (which creates a surface) but it seems there is not a way to model like this. Please let me know if you know of a way to model like this using surfaces or something other than polygon faces. Thanks!
I've done this in Maya, and here's the user-guide page on how to do exactly this. (click here) There has to be a way to do this in Blender. I just have to believe! ;) Thanks for your help! -Ben