I personally think Mayaniac's approach works better, but I tried using a curve and extruding a cube along it and it looks just fine, and if you're unfamiliar with polygons, it can work a lot quicker. Smoothing out the curve would definitely bring about a better final product, but for a quick model:



I used the EP Curve Tool (Create>EP Curve Tool) and extruded a face along the curve with about 30 divisions or so.