UPDATE: Some people are reporting problems with the king and rook. Read the comments and check your slicer's output before printing. There's a link to a 'fixed' .stl file for the rook in the comments also.
(Old update): Now updated to make king and rooks more printer-friendly by eliminating horizontal overhangs.
.STL files provided:
Singles for all pieces.
2-up for rooks, bishops and knights.
8-up for pawns.
I printed in PLA with .25mm layers, 20% fill, no raft, no support.
The support under the knight's jaw can be sawn, whittled or ground away with a high speed rotary tool (Dremel) for a better appearance.