Obsolete, an updated version is here: http://www.thingiverse.com/thing:1899
It uses a better technique (thanks to profounddevices). See the picture with the bright yellow post it on it... ( also here: http://www.thingiverse.com/derivative:1634 ). You can screw a nut onto the PTFE, which creates a very good connection. The extruder drive mechanism and/or hot end have to be designed with a T-slot to fit this Bowden cable.

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Here's a video of it being printed: (first iteration, a bit coarse quality since I reduced backlash in my Darwin frame while I forgot to reduce it in my software backlash compensation algorithm)
http://www.youtube.com/watch?v=5ddmB9ScSbQ

This is a holder for a 4.67 mm PTFE cable that serves as a guide for the filament. The plastic feedstock will travel from a driving mechanism to the extrusion head, through this flexible tube. The PTFE, a.k.a. Teflon, a very low friction. This solution will allow you to have multiple extruders on your machine without the moving mass becoming too heavy. The lighter it is, the quicker you can move the heads, e.g. when you're not extruding. The machine will need less current to run the motors, it reduces stringing when not extruding. Even more so, it reduces the weight of the X-axis so much that a much simpler and lighter Cartesian bot is possible. The steel rods wouldn\'t necessarily be needed, allowing a much larger ratio of self-replication. The Bowden cable itself could be printed in several modules that snap together. This guide could be lined with telfon-tape (available in every hardware store) that can be replaced when worn.

It has one major drawback. The need for a control mechanism that accounts for pressure on the filament is needed. The tube is a bit flexible, and so is the plastic filament. This makes the assembly a bit springy. But when you use a flow-control system that accounts for pressure, you will end up with much better quality. The extrusion starts and stops very sharply. You can do this by pulling back after extruding a segment. After that, you push it in as much as you pulled it back and simply start extruding again. You do need stepper based extrusion to adequately be able to control how much the filament is pushed into the extruder and pulled back out.

The concept of using a Bowden cable as guide was suggested and pioneered by Ed Sells. See his post here:
http://blog.reprap.org/2009/04/bowden-extruder-concept.html

The PTFE tube has such a low friction, that you can hardly attach it to anything. The holder is long so that you have a maximum contact surface. There can be a lot of force on the filament, so it needs to have a really tight friction fit and needs to be glued in place. You should make little grooves or cuts into the PTFE, being careful not to go through the material. When you've made it as rough as possible, put glue on it and push it into this cable holder. Make sure the glue is fully cured/set before using the cable. Let the glue set for at least one night, just to be on the safe side.

You can twist the two outer holes to fit over two bolts. On the one side, this should fit on a Darwin-compatible extruder. On the other end, it should fit on a driving mechanism that fits on the same thing. You can also use two of these to connect two Bowden cables together, so you're able to extend them or use multiple combinations of length.

Update: The version 5 files have no holes in them.