First as Niko said make sure that there is no triangles in the model that share one plane and that overlap each other at the same time...heh that's the best way i can describe it.....Ohh wait i can draw it :
these are the vertices of two triangles that lay in the screen plane and their normals are pionting right to your nose

, as you can see they overlap but that's wrong especially if the triangles normals has same direction , check your mesh in wireframe mode and with back face culling enable.
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Second - enable the stencil buffer when creating your device
and set the FarValue of the camera to some big number.
Hope this will help...