A few key things:
1. Keep the clear parts seperate as you build the model. Churning around in the box is what wrecks most of them.
2. Clean them really good (with windex or something) and then dip them in Future. Put them in a dust free place to dry and let them be for 48-72 hours (the more the better)
3. When you're assembling them, be very delicate and try not to touch them with our bare fingers. I have some cotton gloves (actually they're from a photo store and are intended to be used for handling negatives) that really help keep the pieces clean.
4. Use white glue in small amounts to hold the plastic in. You don't need to 'weld' the part in. Don't use CA glue on clear parts because it will cause it to 'fog'
5. If you need to paint on the clear part, I find it helps to score the plastic wherever the edges of the paint will be. For instance, on a car window, I run a light score around the edge where the 'black' window frame will come to. Then, when I'm painting the frame, the paint will typically 'run' to this line, but not past it. Of course, this doesn't make much difference if you plan to mask and spray instead.
Good luck. Patience is the key!!
Murray