Tutorials and the 3d Game Studio manuel are GREAT refrences yes, but i'll be more direct, entities are the single best way to slow down your game, I'm including particle effects as entities in this in which if you add many particles, WOW look at the frame go to heck. Anyway, notice the fog in much of the games you play? That is clipping in progress yes it is normal EVERYONE does it, although small roomed levels can have incredibly complex things happening because only 1 or 2 rooms need to be rendered at a time (really small radius used) so don't feel bad, optimization also helps (like decreasing detail over a distance, the popular Halo 2 does this as well as every decent game I can think of, counter strike, everyone in the high end spectrum does some sort of optimization, its complex stuff.