I have been having trouble getting a good coupler design working on the Z axis of a new printer I'm working on. This was the final result. It couples a 5mm motor shaft with a 10mm lead screw. If you need another size, let me know, and I'll make it. Also, I can share whatever format OnShape exports.
It's basically a collet with two clamps. Three screws clamp it down, and it works very well so far. Self-centering, strong, clamps really well.
Update 14 March 2016: Uploaded collet for 5mm motor to 8mm leadscrew, and .step files for collet and clamps. The same clamps will work fine.
I use a raft to make sure the collet doesn't fall over. Make sure and orient it with the 5mm opening down, against the build platform. I used PETG because it's tough and prints out really well, and it takes higher temp than PLA, while it isn't stinky like ABS. Nylon would also be a good material for this part.
I use 50% infill - not much actually gets infill as the collet itself is solid, but both clamps get a bit.