SolidWorks really isn't the correct tool for this. Can you give us a little bit of detail on the project you are working on?
You really need software that can take point clouds, and import it as a surface model. Boundary Surface is really designed to create transition surfaces between two (or in the opposite direction) four known constraints. It works best when those constraints are exisiting surfaces, because then you can control the tangency (direction). With just splines, all you can control is position.
So the underlying problem is that when SolidWorks tries to connect each of the splines, you will find plenty of areas where it extends far "above" the underlying sketches. If you look at the preview, you will see these areas. I assume that is not part of the underlying data, and it just an artifact of using Boundary Surface.
You can control this buy turning each sketch into a straight extrude. Then, you can make the boundary surface tangent to each of those extrudes. There are two problems with this method though. First, is that the surface you are trying to create will then be stair-stepped, which is probably not what you were looking for. The other problem, is that this is so complex that SolidWorks can't handle it. So, you could make it into 9 individual boundary surfaces. The end result will actually be almost the same. You still run into the first problem I discussed, however, which is that the surface will still be stair-stepped, and that isn't what you want.
So, what can you do with one full boundary surface, without stair-stepping? You can adjust the connectors. Right click on either of the end splines, and select "add connector". This will allow you to control the flow of the surface. Right now, SolidWorks is doing whatever it thinks is best, and it often approximates incorrectly. What you really want to do is add enough connectors to make sure that the surface doesn't fold onto itself anywhere.
The error you are seeing is because the surface is folding onto itself somewhere, because the automatic flow isn't tight enough. Adding and adjusting connectors will help you get there.
In the above image you can see where I highlighted a wrinkle, and also that I added one connector down the centerline.
Connectors are great, but if you want even more control, add splines going in the direction of the connectors. Then you can use those for direction 2 of the boundary surface.
This is all quite a bit of work, and we are still running into the problem that this is still probably the wrong tool. What you really need is a tool to import 3D point cloud data. Yes? This includes the SolidWorks add-in called "ScanTo3D", or another software package that can do this. Are you limited to only SolidWorks? Do you have ScanTo3D?
Also note that you need to do a little hand clean-up to the ends of all your splines. For this surface, you will probably want to let the splines automatically control internal handles, but you need to set the end point handles.
Take, for example, your sketch 9.
Notice how it actually loops outward, before it continues towards your other points? I assume this is not what you want. You can fix this by controlling the handle, which is hidden by default. Normally you can just click on a spline to get gray shadows of any handles to appear. This complex spline won't do that, but you can right click on it and choose "Add tangency control" to get it to appear, then just move it around. You will want to make them fairly short, and just point them in the general direction of the next point, keeping the curve smooth. Here is an example for Sketch 9:
Thank you very much for your excellent and comprehensive answer. I am not limited to Solidworks, but am using it as I am (somewhat) familiar with it. I will look into ScanTo3D as suggested.
Forgot to mention...I am modelling warpage of a surface down to resolution of ~1 micron. This is early data. The splines map cross sectional curves which are obtained via a high resolution imaging system.
What other sort of 3D tools do you have available? Rhino? (probably not) Matlab? (more likely!) I believe there is an add-on for Matlab that will take point clouds and turn them into NURBS surfaces. I am completely unaware of what that is, though; I have never used it.
This should be of interest to you.
SolidWorks does have a way to just fill between a boundary, and then try and hit each point in a point cloud. This can be done with the "fill surface" tool. Now, it only works if you have a very few points internally, although I have gotten it to work with many before. It is also very unpredictable. I thought I would give it a try, and see what happened.
In the process, I noticed that if you just select the exterior boundary (I created a 3D spline for the two open edges), you will notice that the patterned face it creates is very similar (but not the same) as your data. I just found this interesting, and maybe worth some thought?