Here I’ll keep some information about Bevel Objects that I either found in the web or discovered playing with this tool. To begin, in the top view let’s Add > Curve > Bezier Circle and Add > Curve > Bezier Curve. You should have something like this:

Rotate the Bézier curve -90 degrees in Num3 view and then switch to Num1 view. Now let’s use our Bézier curve to shape the 3d surface of out Bézier circle. To do so, give the curve a name: in object mode select the curve, press F9 and edit the OB field like below:

Now, to “link” the circle to the curve, in object mode select the circle, press F9 and edit the BevOb like below:

Then, try to modify the curve and observe how the “circle” behaviors. You may notice that you’re creating a 3d solid by revolution of a curve. You may also have discovered where the rotation axis is, and the strange result that you get if the curve crosses this axis, like below:

There are other things you can try, for example, extruding the Bézier curve to use a composite Bézier curve. Then try closing the curve with Ctrl+C or use a Bézier region instead of the Bézier circle.
Using this technic I modeled a simple bottle. The basis was a Bézier circle and I used a closed region formed by Bézier curves do shape it.
