A friend sent me this link the other day to a site with a paper model of a Mercury spacecraft. I've made a few (I'll say very few) paper models. These are the model "kits" that you can download a .pdf file from the internet for free in many cases, print on card stock paper, then cut out and build. Seems easy, but not really. Try cutting out a detailed part that has to be creased at a 45 degree angle, then curved to fit around a rocket body. Nearly done cutting the part out on a sharp corner then - OOPS! - knife slips and you screw up the part and have to print a new one out. Been there, done that.
I'll stick with plastic with pre-shaped parts. I'll deal with the pain of gluing clear parts without getting glue fingerprints on the windows!