Make an unusual closed curve shape with the EP Curve Tool with Curve Degree set to 1 Linear. (in the top view?)

To close curve: Select curve and then Curves > Open/Close *Note, if you select it twice, it will open again

Adjust your curve

Activate the Move Tool to determine where the manipulator is located.  The location of the Manipulator is the point where the curve follows along the path

Make sure it is centered or in a location suitable for extrusion.  A quick way would be to center the manipulator.   Modify > Center Pivot

To manually move the manipulator press {Insert} on the keyboard and then manually move it

Now make a fun curve to be used as a path for extrusion with the EP Curve Tool with Curve Degree set to 3 Cubic.  Basically reset the tool.  (in the front view?)  *Make it very simple and make it about 6x the size of the first curve.

THEN  . . . Select the curved curve shape that you want to extrude and then {Shift} select the path

Now hit Extrude . . . and it should look something like this.

*If it doesn't look like this, you might have drawn your curve in a reverse direction, which makes the extrusion turn black.  Basically, a polygon has a front and a back and you want the sides receiving light on the outside.  If it is back on the outside either reverse the base curve direction, select the base curve and Curves > Reverse Curve Direction  OR select the output mesh and Mesh Display > Reverse

Select the current extrusion, and in the Channel Box under Inputs change the Extrude Settings:

Press {3} to show the mesh with a smooth preview.

Assign a new material, that shows a specular highlight like shiny car paint.  {Right-Click} on the object and choose Assign New Material then the material you want to use.

Switch to Vertex mode and adjust the curve vertices around to create an interesting shape.

Or this . . .

Finally, repeat and make a second curve and intertwine with the first curve.  

 Make it 'Cool' by playing with color and textures . .