Don't give up, mac, you can make it, be sure I don't want to discourage you, but before going any further, there are a couple of things more visible in your mapping, that you should be aware of, and try to avoid if you can in the future.
one is overlapping, what means is that you have some mapped parts placed around the same area of the skin in top of others, and when one of those will be painted, the other ones in the bottom will be painted the same too. Of course, there is an overlapping that you made on purpose for mapping parts that are identical (like wing ribs) but I'm referring to parts that are very different,or from different areas of the plane and should be mapped separatedly.
the other one is related to all this white and green/yellow lines that appear in the mapped meshes. Unless you have splitted some areas on purpose, (to overcome some smoothing issue, for example) ideally you should only have white lines in the interior being surrounded by his corresponding yellow line in the outlines for every mapped part.
(look to the second horizontal stabilizer part in the lower right corner of your skin to see a part that looks right, and be able to compare with others, like the four ones in the opposite side, all with yellow edges)
this is important because parts with some yellow interior lines, or with no yellow outlines means that you have some unwelded or duplicated vertices in your mesh and you would need to clean the mesh a bit more (welding the duplicated vertices to close the gaps) before going any further with mapping, to avoid smoothing artifacts or open areas showing in your plane later on.
You can fix this kind of problems with the mapping, using the tools in the UVW editor (welding the vertices, for example) but this won't fix the mesh problems, only the mapping.
And related to the aproach you've been using,
there's nothing wrong with your aproach, mac, on the contrary, in fact is better than Crazyflak's proposal, and probably is the most usual method. (sorry Flak!

)
in 3dsMax you have different ways to achieve the same goal. Some are more preferred than others, in acount of your way of work and personal preferences. and of course, in account of efficiency.
Once you have a part modelled (no further edits to it, no create/delete/move any vertices/edges/faces/elements on it) you can go either way:
-start right away with the mapping for that part,
-or wait to have the whole model finished and everything attached together and then start the mapping process.
As the mapping info is carried within every object, IF you don't make any edits to an object that you have already mapped, the mapping you have for it will be preserved, and still be there when you attach that part to others, nothing is lost nor changed
If you prefer to attach all the objects first and then start to map everything together, it will be fine too. Often you have a mix of the two choices, some parts are already mapped when you attach them, and some are with the mapping still to do).
You also have the option of apply an UVWUnwrapp modifier to A SELECTION OF OBJECTS (instead of only one, all of them will show up and will be able to be edited in the UVW editor window) but it depends of the versions of the 3dsMAx program (older ones doesn't have the option available) and it has a limit for the number of objects than you can apply the modifier to (I seem to remember that there was something between 20-30 objects for 3dsMax 2009) maybe in newer versions the limit has been expanded further, I don't know.
Personally, I've found that have some parts already mapped can help greatly to speed things up when you are at the stage of start the uv mapping. (as you encounter some work already done)
I normally make the mapping disposing the UVW shells of parts related together, (like landing gear parts, wing parts, cockpit interior, etc) around the same place, in a kind of UV island, that you then move to somewhere within the editor window but outside of the texture window (the blue square).
and you continue with the next part, grouping the UV shells and moving it to a different location.
(have you wondered why there is so much space in the UVW editor window? then, you got it, to help you dispose as much parts as you need in there)
You can use the lines as a guide to help you keep everything more or less within the boundaries of a square.
In a later step you select everything and then you move and scale all into place at the same time, making it fit in the texture window. (this way you preserve the scale for all of them)
Normally you aim for the width of the wings or for the lenght of the fuselage (or the longer part) to have a feeling of the space you will have for the other parts but every case is different and may have different requeriments.
then you keep making more tweaking, scaling (previously selecting evrything again) rotating and moving things up and down and side to side to better fill the gaps till you are more or less satisfied with the result. Is the Tetris game...
Some parts will benefit being scaled up individually to show more detail in them and normally you will need some iterations till you think is alright for now, so, take it easy and keep it up!
I'm sure you will make it. try to enjoy it and good luck with it.
