Ultimately you need a head, body, 2 legs, 2 arms and a piece of equipment for him to hold.
I find it best to print a head, a single body + legs, and then the 2 arms.
If you want you can print the body and legs separately, but I've had no problems on the Ultimaker with the overhang, printing at about 85.
For a 'traditional' steve you should print one of each arm type, but you could alternatively print two 'tool arms' if you want him to be able to wield two things. The arms are completely interchangeable left-to-right.
Once you have your pieces join the legs/arms/body with short pieces of wire & glue, attach the head at a suitable angle & glue, and insert an appropriate tool.
I've not updated any of the equipment files provided by Irdfang, so just grab the STL's from his version.
If you're an openscad user you can download the scad file and play with producing the head, body, arms, legs, or body+legs files in whichever forms you prefer.