We wanted a unique chess set and since we're based in Thailand we decided to try designing & printing our own Makruk pieces.
We also have created a Makruk-style chess board here: https://www.thingiverse.com/thing:3277942
Since the knights/horses (ma in Thai) are way too difficult to model in SketchUp we downloaded the free 3D sculpting software, Sculptris and used that to make all the pieces. It turns out to be very easy and powerful once you get the hang of it.
Thai chess (Makruk) has its own rules but has the same number of pieces as Western chess so you could print these out and just as easily play either game with them.
For more information on the rules of Makruk, see Wikipedia: https://en.wikipedia.org/wiki/Makruk
There's probably a way to get super smooth & perfect pieces using Sculptris but we kind of like the rugged, ancient look our pieces came out with.
If you want to see someone using Sculptris to its full potential to make a chess set, check out this one by user "nestra" : https://www.thingiverse.com/thing:2821647
With chess pieces, the heavy the nicer they feel when using them. Try 40% infills are more. Ideally 100% and a middle to high resolution setting will give you perfect results.
The pictured pieces we printed out were on super fast resolution with a 40% infill.