What I used to do when I was still on Autocad 2000i was draw a cross section at known locations.
If you KNOW what the cross section is going to look like at certain elevations along the object, draw them in with one polyline. Once that is done, use the "divide" command in equal amounts (the more points, the more precise) on each polyline. You now have equally divided polylines at each level.
Now use create a "box" that contains the whole thing.
Slice this box, using the 3 point method, using the points of those polylines. I tend to not erase either piece created, because sometimes a portion may be needed later and should have to be 'unioned' back into the part.
Just create a 3-point slicing plane that is comprised of two ADJACENT points on the first cross section, and the point on the next cross section that corresponds to the first point you picked of the first pair.
What you'd basically be doing is created a bunch of arbitrary points to create a triangulated solid from. After you have this very faceted solid, you can round and modify it as necessary to sculpt a more fluid and organic solid. Autocad is -not- good for organic shapes prior to modern modeling tools.
Attached is an example showing the process part of the way through. You'll notice I slice the box at the plane of every cross section... this is because I work only with two adjacent cross sections at a time, and prevents slicing planes of lower cross sections from interfering with what could be going on above.
With more information about your goal, what info you have to start with, etc, we can better suggest alternatives. You haven't given us much to work with.
