Picture of Ponoko designs in Inkscape for precise fit
I wanted to make a Ponoko design with interlocking and inset pieces.  Not 3D assemblage , but a 2D graphic type design (see below).  My design calls for pieces cut from 2 different colours to be put together and fit precisely.  A third colour for the frame might be nice.  Warned about the issue of material removed by the cutting process, I decided to test with a sheet in one colour first.  Helpfully, Ponoko has experimented with their various materials and has created a table of how much material is burned away by the cutting laser (kerf).  In this example, I will be using my test material of 3mm black acrylic which has a kerf of 0.2mm.  The first sample on the test sheet is a straight up design with the interlocking pieces as one graphic to see what would happen.  In this case the pieces fit after cutting with a gap at the narrowest part of the design.  Surprisingly the large curved pieces fit with no visible gaps.  The inset dots, of course, just fell out.  For a better fit all the way around, allowances must be made for the kerf.  Here's how I did my tests:

Step 1: Step 1: Create your design

Picture of Step 1: Create your design
Get your Inkscape Starter Kit , download the templates and pick one.  Probably if you are prototyping you'll go with P1.  Start by creating your design.  Now, duplicate the design and separate out the parts.  Consider which will be inset and which will be frames .  Group them accordingly.