Before we go any further I should clarify what is involved and what is needed in 3D Printing your own jewelry.
First of course you'll need an idea for what you would like to design. I tend to sketch a lot before I jump right into 3d modeling.
Next you'll need to decide on a software that can export files that are usable for 3d Printing. Right now I'm using Google Sketchup because it was easy to learn, works on a Mac, and... well because it's free. ;)
Third you'll need to find a 3D printing service (unless you're lucky enough to own your own 3d Printer). I've used Shapeways
but a simple google search should give you several options.
Lastly you'll just need a basic grasp of how 3d printing works. If you think of the printer you have in your home or office, that piece of equipment takes 2D information (x and y) and prints it out on paper. A 3D printer uses a similar concept except that it takes 3d information (x, y, and z) and "prints" it. It requires a clean continuous model with no holes in order to be able to print an object layer by layer. You should also keep in mind that with 3D Printing, price is not based on the complexity of the model but on volume. So if you can express a design in a limited amount of material, even if that design is extremely complicated it would still be cheaper than printing a solid box of the same dimensions.