Smooth a modeled objected I just finished modeling this small pillar which I would like to have the curved parts smooth in the final render.



This is the model in Xray.


I have tried the following modifiers to smooth it out.
Bevel
Subdivision or Multiresolution
Smooth.

but obtained this result. 



The Best I could obtain is the following with an object / shade smooth.


The result is good but I would like to know why am I not managing it out with the subdivision and Bavel modifiers when many of the tutorials I see use them?

I have uploaded the file for anyone who wants to try it out.



Thanks in advance for and advise and help.
Basically in most cases you need just to Auto Smooth Normals at mesh data properties:

 

Use Shade Smooth for object globally (or selectively in Edit mode):



Sometimes when you import object from exchange formats may be needed to Clear Custom Split Normals Data:



Another solution to achieve Auto Smooth Normals data effect is applying of Edge Split Modified especially at work with curves or linked data.