It’s hard to bevel a lot of things (particularly complex things) because you can only bevel an edge until the bevel would cross edges going the same direction, you have to stop or the bevel goes bad. It only works really well if everything lines up right (like in the pipe example). Planning helps (sometimes).
Some stuff is just going to be a problem. If you can build as a subdivision surface (hyper nurb) that helps because it wants to bevel everything but that’s a whole different game and set of techniques/problems to deal with but it’s not the best way to build everything.
Some simple stuff can be beveled by extruding the edges and bevelling that – that probably doesn’t make sense without pictures, I’ll put something together tomorrow if I have the time – it’s a limited trick though, as things get complex it doesn’t work either.