Have you tried to use
a curve modifier for it?
I have a less advanced method, which is probably more suitable for simple shapes:
First I made a simplified version of your rocket:
Next, as a starting point for the tube, I added a cylinder:
I entered vertex edit mode (Tab key) and selected the bottom vertices (there are nice selection tools available by pressing B once or twice). Note: as you can see, my cylinder has only 8 sides. I don't think a detail like this needs more vertices.
In the next steps, I extrude the bottom side of the cylinder (E key; I used the 'Region' extrusion option). By default, the extrusion function lets you translate the new vertices. I cancelled this (Esc key), and chose to rotate them (R key).
In the following screenshot you can see how to start the rotation. I am rotating around the 3D cursor, and placed the mouse right below the 3D cursor:
I started the rotation in this way for a reason: it allows me to place the points exactly orthogonal to the bottom part of the rocket:
An extra extrusion (this time we
do translate the new points), and the bottom part is finished:
For the top part, I did an extrusion of the topmost vertices of the cylinder. Again a rotation around the 3D cursor. This time, the goal is to make a 90 degree corner in 4 parts, so it is important to make the rotation angle about 22.5 degrees:
Repeating this a few times (extrude and rotate), and the corner is finished. The last time rotating, I aligned the selection with the side of the rocket:
As a finishing touch, I did a final extrusion, to make sure that the tube enters the rocket:
After smoothing the shapes (in vertex edit mode, select all vertices (A key), open the special menu (W key) and choose 'Set Smooth'), the result looks like this:
Conclusion: extrude is my favorite tool. I do most of my editing with extrude, different modes of translate, rotate and scale, and a few special functions, such as merge.