is is actually smarter to do this. Your levels will render several times faster than they would using BSP geometry, and you have tons more control over the look of objects. Also, you have more control over texturing, rather than just the x,y scaling and position that you have using bsp geometry.
Its harder to get used to, but when you get good at it, it is worlds better. To start off, and this is what I usually do. Use a combination of BSP and models. This allows for ease of creation, as well as adding a bit of detail in your level with models.
Talk to Ulillillia about all the numbers for optimum rendering. Hes the authority on all that math related stuff

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Good luck,
Raddaddy