I've recently been working on, no assembly required 3d printed wind-up cars and have been using Shapeways strong and flexible plastic (SLS printer) to print them (i don't have a 3d printer).
In this Instructable I will go through how to design your own 3d printed wind-up gadget as well as giving you some files (including STLs) to help you get started - including a very simple pull back car that you might be able to print in one piece on an extruder-type printer using supports (serious points to you if you manage to get it working!).
I designed the spring using Adobe Illustrator's Spiral tool I then saved it as an SVG and imported it to turn it into a 3D object.
When using the Spiral tool click and hold the ctrl and or alt key and drag (on a PC) to change the number of turns and the shape of the spiral.
The material you use and thickness of the spring will determine how big and how many spirals/how spaced out they are. For Shapeways nylon (WSF) plastic a spring of about 1mm thick was best. I experimented with different numbers of turns in the spring and found a more spaced out spring was better as it allowed you to wind up the spring further (and therefore unwinds longer).
Included below is the STL (Spring.stl) file for a spring, and the SVG files for a solid line (SpringLine.svg) spring and a spring outline (SpringOutline.svg).