Theres a lot that could be said, but you doing it will say it better. Still a few things that will save you lots and lots of time over the long run...
1) model one side not both! Then mirror when finished
Even if you are getting good results by mirroring now as you model, it will lead to a tons of problems later... OR if you are coping parts and flipping them (legs), same issues will arise.
2) The legs should not be separate objects from the body, unless you will only ever have one pose (the one you are making now), then you will find your model just will not work later. It would be painful to learn weighting, do it, then find all your effort was for nothing.
Look at the workflow I show here in the first post 2nd image :
http://www.planetside.co.uk/forums/index.php/topic,15741.0.htmlIt is a proven workflow I learned from much searching!
As far as having any part of the model being separately like your legs, the wings are interesting, and may prove functional mechanically, but I doubt it will work well when flapping. you have to think about skinning now as you model! I learned everything the hard way, don't do it the hard way!
Also I see you have a lot of detail in there already; muscle, veins and such. WHY? You should not even be thinking about that yet. Think back to drawing class. Do you start by shading, or by laying everything out? Same with modeling. Details are last.
OR
Are you sculpting first and then planning to re-top to a low polly? Even so, one model, one whole object.
But keep working, and keep talking. You can do it!