[richalex2010]

It can be a lot easier to build a hierarchy while you are modeling (it does get messy it you're doing this after modeling).
For example, for your car, you can link all of the parts of a wheel to (eventually, at least) the tire, and the the tire to the axle, and the axle on up. Once the hierarchy is built, you should be able to move the car body, and everything else moves with it. You are also able to independently animate wheels, doors, etc.
If you've already modeled it, and it is complex (if not, you can build a hierarchy now), you can just group it. However, for all future models, you should be building a hierarchy while you model.