My sleigh was made by drawing shapes for the rails and carriage body with lines or splines. These were changed to edit poly's and extruded as needed. The seats are chamfered boxes with edges chamfered for some shape.
step 2 of 10
The pieces with some texture and the turbo smooth modifier applied.
step 3 of 10
assembled sleigh wire frame
step 4 of 10
Added the reindeer (thanks to artists3d.com) and started the harness rig (my creation)
For the back drop, I rendered the moon in 3d Max. It is a sphere with a lunar texture map
applied. After rendering the moon I added the stars with Photoshop.