I chose this project because it can be done reasonably well in google sketchup, a free program, available at (http://support.google.com/sketchup/bin/answer.py?hl=en&answer=43176) so the majority of you guys could actually make this, as it doesn't require any expensive fancy schmancy software.
That being said, there are a lot of steps, so I'm not going to take you through exactly how I did this, but give you a general overview on how you would do something similar. Enjoy!
1. The Board. The board is just a rectangular prism, which is to say, a square you use the push pull tool on. Its important that it begin as a square, and that you divide it into 64 evenly sized squares, but other than that, hey. Its a board.
2. Bases for the pieces. It is helpful both stylistically and for your own sanity to create a base that all the pieces use. Its important that it isn't overly complex, its about 3/4 the size of one of your squares, and that you make it a component so that every time you modify one, you modify them all. Other than that, its up to you. What i suggest is beginning with a square, creating a face in whatever shape you like (i used two semi circles) and using the follow me tool to extrude your face around the square, but if you want to stat with a circle, hey. Its your chess set.
3. Unless you're making something ridiculously fancy, the majority of pieces will have a shaft and/or tower of some sort. I recommend using that same tower, altered slightly perhaps with the scale tool, in all your pieces. the best way to create it is to suspend a small circle above a bigger circle, connect the two with an arc, and, once again, use the follow me tool (seriously thats all you need to be good at sketchup). Don't make this a component. You will want to alter these separately.
4. To create heads for your pawns, create two perpendicular, intersecting circles of equal size and have one follow the path of the other (follow me tool). This makes a sphere.
5. To create protrusions on your rook, make a grid on top of your tower, and use the push pull tool to weasel out the shapes you want
6. The knight is really hard. The best way to do it is to copy a picture from the internet (preferably a profile of a cartoon horse head), trace it, use the push pull tool, and then abuse the soften edges tool until it looks ok.
7. To create a crown/fancy schmancy bishop hat, begin with a circle. Create lines going straight up where the edge of the circle is parallel to the red axis and where it is parallel to the green axis. create lines half that height halfway in between each of these lines (still on the rim of the circle) repeat if you want a more detailed crown. Now create arcs that begin at the top of your highest line, go to the base of the next line of that height if you have only two heights of line, or the top of the smallest line if you have two, and the center point (which determines the the curvature) on the middle line. You now have a path for follow me that imitates the up and down swoops of a crown. For the bishop, the face I used was a sort of half moon. The king's crown used a rectangle as its face. The queen's used a sort of spike.
Tips: When using the follow me tool, pre-select your path. It saves so much time.
MAKE ANYTHING YOU DON'T WANT TO DO TWICE A COMPONENT. THIS INCLUDES YOUR PIECES. Components, when copied, are linked to their copies, which means that changing one changes all. This is awesome.
Soften edges can be used on more than just the knight, and I recommend it, but #1 don't overdo it, and #2 try to keep the amount you use it about the same piece to piece (the knight being the exception) for style's sake.
Turn off edges for display. They look bad.
Turn on fog and shadows for display. They look excellent.
Hope you all enjoyed this, and good luck!