UPDATE: This design has been superseded by my newer version, http://www.thingiverse.com/thing:213946, which has better pins (and more gear ratio options). I highly recommend you print that instead, as it prints more reliably, assembles much easier and holds together better.
Thank you, all of you who've made cube gears and posted pictures. Since tbuser made these lovely pin connectors, http://www.thingiverse.com/thing:10288, I figured it was high time to make a fully printable cube gear set. Now you needn't bother buying any more screws: this one snaps together.
UPDATE: For anyone without access to a 3D printer, you can now buy these from caesia on her Etsy store: http://www.etsy.com/shop/PlasticFusion
UPDATE: New version uses tbuser's new pin connectors V2: http://www.thingiverse.com/thing:10541, is much stronger, and prints right-side-up. This is practice for making a heart-gear version.
This design also incorporates a couple of tricks that others may find useful. The center block has two very narrow slices through it, which cause interior walls to form, which help keep the tops of the holes from sagging during printing. Likewise, a cylinder is cut out of the interior of the gears, which serves two purposes. First, it makes a strong internal support for the pin. Second, it makes for less stringing between parts when you print four gears at once, because Skeinforge makes the head go from the center of one to the center of the other, so that the perimeters wipe off the nozzle.
UPDATE: By popular demand, a new version of the center block has been uploaded (BcenterFlat.stl), which doesn't have any internal slits and is oriented to print on a large face. This one is significantly easier to print, though the top and bottom holes do end up a touch tighter than the rest.
Just print the parts list and snap them together. I print all of these parts with one extra shell and zero infill, which works beautifully on my TOM. I recommend using Multiply to print four of each gear at once, and Cool to make sure the pins come out well.
UPDATE: The new gear pieces all start with 'B', and correspond to cubeGears3.scad. The pin tolerance worked great for me the first time, but if you have trouble, you can just print out new pins, perhaps scaled slightly. The short pins are for the small faces on the center block and the long pins are for the large faces. The pins should fit tightly into the center block and loosely into the gears so they spin freely.
The SCAD file is fully parametric, so feel free to adjust as desired.
UPDATE: Just added two plates for those of you who don't like to use the multiply feature. These are courtesy of Nick Starno.