I wish to show that the polynomial $f(x)=x^{9}+3x^{6}+165x^{3}+1\in\mathbb{Q}[x]$ is irreducible over $\mathbb{Q}$.
My guess; reducing $f(x)\in\mathbb{F}_{p}[x]$ for suitable prime $p$, it might be irreducible over $\mathbb{F}_{p}$, where $\mathbb{F}_{p}$ is finite field of order $p$.
But, how to find the suitable prime $p$, and to show irreducibility over $\mathbb{F}_{p}$?
The order of $f(x)$ is too much high for me ;(
Give some hint or advice! Thank you!

An argument somewhat inspired by pisco's nice answer. Trying to get away with less theory.
Consider the polynomial $$g(x)=x^3+3x^2+165x+1.$$ Let's factor $g(x)\equiv x^3+3x^2-4x+1$ modulo $p=13$. By regrouping we see that $$ g(x)\equiv x^3+3x^2-4x-12=(x^3-4x)+3(x^2-4)=(x-2)(x+2)(x+3). $$ This means that modulo $13$ $$ f(x)\equiv (x^3+2)(x^3-2)(x^3+3).\qquad(*) $$ Pisco already observed that $2$ is not a cubic residue modulo $13$. More generally, because $13-1=3\cdot4$, the (non-zero) residue class of $a$ is a cubic residue modulo $13$ if and only if $a^4\equiv1\pmod{13}$. From this it follows easily that none of $\pm2,-3$ is a cubic reside modulo $13$.
The rest is easy. If $f(x)$ factors over $\Bbb{Q}$, it must factor over $\Bbb{Z}$ (Gauss' Lemma), i.e. $f(x)=g(x)h(x)$ with $g(x),h(x)\in\Bbb{Z}[x]$ both monic. Such a factorization survives reduction modulo $13$. Factorization over $\Bbb{Z}_{13}$ is unique, so we can conclude that
Therefore $f(x)$ is irreducible.
Addendum: In case it interests someone I did a bit of testing with Mathematica. I collected data on the factorization types of $f(x)$ modulo $1800$ smallest primes not dividing the discriminant (so leaving out $2,3$ and $5$, i.e. multiple factors).
In other words, the frequencies follow approximately the $8:9:1$ ratio. Keep in mind that the relative frequency of full splitting is $1/|G|$ and $9\mid |G|$ by irreducibility. Here $G$ is the Galois group of this polynomial.
In light of Dedekind's theorem and Chebotarev's density theorem this strongly (= I will bet a beer saying this is the case) suggests to me that the Galois group of this nonic has order $18$ only. When viewed as a group of permutations of the nine zeros the group has $8$ elements that are products of three disjoint $3$-cycles, and $9$ elements that are products of four disjoint $2$-cycles. Looks an awful lot like $(C_3\times C_3)\rtimes C_2$ with conjugation by the generator of the $C_2$ factor inverting every element of the Sylow $3$-subgroup.