3D modeling software (I used Solid Works)
Access to a 3D printer
Paper and Pencil (optional)
Step 1: Design
I find it easier to design the basic maze on paper in 2d first then when I have my finalized design I create it in 3d.
When sketching your maze design in your 3d modeler make sure to thicken the walls to make sure they are thick enough for your 3D printer but make sure the space between your walls is wide enough that the size ball you want to use has enough space to roll.
Also note: Your maze needs to have a completely closed outline. just keep in mind where the start and finish of your maze is.
Step 2: From 2D to 3D
First you select the outside border and extrude it down to create the bottom of of your maze.
Extrude it to the thickness your 3D printer needs.
Next select all the walls of your maze including the outside boarder and extrude that up a distance that lets the ball roll freely.
Step 3: Finishing the Maze
It just needs to be floating in there not touching anything.
Then, at the top of the walls to your maze you need to put in horizontal (or any direction) bars that are close enough together so that the ball you created can not fit through. Basically the spacing between bars needs to be less then the diameter of the ball.
Now your model is finished and ready to be printed.
As an optional feature you can put a small dimple in the base at the start and finish of the maze.
Now just print and enjoy.