This is a classic set of chess pieces - albeit customized while keeping the traditional feel. The models have also been designed for 3D printing.
Updated - Nov 2014
I have also created a spiral chess stand that works well with this chess set for a decorative storage unit:
The build-plate has to be perfectly level to do the chess set all at once. The details look better with a larger print. The model is hires so if your printer can give more detail your chess set will benefit from that. You may need to resize and reposition the set on the build platform. There is a horse/knight designed with built-in support and one without support. The one with support was created to print on an extruder style printer without additional supports. Of course you will need to print one set in one colour and another in a different colours. The board is not included.
I have updated the chess set - made the rook's crown thicker and the arms of the king and queen thicker to help with the strength of the build. I made some of the subtle features more distinct so they show up better. I have also included the thing file format for Makerware users.
I have also added individual pieces so that you can print those out individually and make those any size you want.
Note there is a chess set in a rectangular configuration and one designed for a square build platform.
Update (Nov 2014): Tweaked the knight, king and queen to add articulation and increase printability . A square layout was added for printing out the entire set at once. Added a knight/horse with no support for folks who want that option. Please note the chess set models all have the knight/horse with support - you will have to create your own setup with individual pieces to printout a set with the horse that has no built-in support.