This is the second incarnation of my Mecanum wheel design. It's a derivate of http://www.thingiverse.com/thing:2348 which I accidentally designed based on the wrong ball bearings (80034 instead of 624).
This design is now based on the (originally intended) 624 ball bearings. I was able to shrink the whole design, so the center wheel now fits on a standard Makerbot build platform and can be printed in one piece.
See my blog post at http://pleasantsoftware.com/developer/3d/2010/04/23/its-printable for more information on the project. This post also contains a video showing the assembly process.
The center wheel exists in two flavours: uniwheel_left.stl and uniwheel-right.stl.
You need only one of both to build one Mecanum wheel. However, to build a chassis with omni-directional steering abilities, you'll need four Mecanum wheels, two "left" and two "right".
In addition to the center wheel, you'll need 16 "roller.stl" pieces. You might want to use Skeinforge's "Multiply" tool to print more than one roller per print.
You also need the following not (yet) printable parts:
8x M4x55mm bolt
8x M4 nut
8x 624 ball bearing
32x M4 washer
1x M3 nut
1x M3x3mm set screw (or M3x15 bolt, alternatively)
See http://pleasantsoftware.com/developer/3d/2010/04/23/its-printable for detailed build instructions.