I'm assuming you are playing the sandbox levels (as the regular levels only give you a small set of parts). Depending on what exactly you are trying to achieve, there are a few methods.
You can use the springs with the TNT to detach a section without much damage to the detached section.
The most likely solution for your exact question is to use the rope to attach the two parts of the craft, then press the "rope detach" button when required. So you'd probably have the rockets on the top part to lift the bottom part up, cut the rope, and the bottom part can continue on.
Balloons may also be a good solution. You can attach several layers of balloons (i.e. on one square above another) and lift your craft pretty quickly. Use the rotors on the right and left to steer it while in the air. The just pop the balloons to lower it onto another platform.
Personally I found the most effective method for most of the sandbox levels is to have 3 steel squares horizontally, engine on each end with the pig in the middle, small rotors on each side and the large rotor on the top. You can reach the majority of stars very easily like that. Possibly add wheels to the bottom for some slightly tighter places.