I love 3d printable gaming terrain, but since my RPG of choice uses a hexagonal grid for movement rather than a square grid, its utility can be limited.
What I've done, then, is create a bunch of floor sections with a hex grid on them. They're scaled to 1" per hex, the orthodox scale for GURPS. They can be arranged as necessary, and any terrain which doesn't have an integral floor as part of it can be placed on it and be reasonably stable. I've also created "area of effect" overlays which can be printed in a contrasting material if you want to indicate which hexes are on fire, protected by a magical shield, or what have you.
They don't lock together, but the undersides have a hexagonal pattern of 8mm holes which can be used in a number of ways. It shouldn't be too hard to build some kind of peg device they can be set on to hold them together. They're also deep enough that a small magnet placed in a recess is close enough to the surface to attract a similar magnet in the bottom of a wall or other feature. I've had success using 6mm hobby magnets slipped into the slots at the bottom of some OpenLock walls.