Sometimes, you just need to make a chess set.
This is mine.
Step 1: Design Notes
I didn't want to go traditional, but I also didn't want to stray too far from the usual pieces - I hate having to pause and remember which piece is which.
So, I decided to use a simplified silhouette of the pieces, but rather than "black" and "white", I went with "filled" and "outline", and gave the filled pieces the same inner-line as I used to hollow out the "outline" pieces.
The board is as simple as I could without resorting to engraving - drawing lines to darken squares is a lot faster than engraving the entire square.
Step 2: The Files & Cutting
I drew the chess-set in Inkscape - I've attached the file to this step in various formats, so that there will be at least one version of the file anybody can use, even if you are cutting by hand.
Step 3: Gluing
The plywood I cut the set from is only 3mm thick - not so stable on one edge.
So, I mirrored all the pieces, and cut out four full sets, which I then glued back-to-back to make pieces four times as thick (12mm total) and much more stable.
You can use most glues to hold the layers together, since there isn't any real load on the layers, but the two best options are PVA (wood glue, white craft glue) or cyanoacrylate ("CA", "crazy" or "super" glue).
I used CA, just a small drop on each corner. The glue sets quickly, but there is enough time to align the layers - you just need to be careful not to glue the pieces to your work-surface or your fingers.
Step 4: Play!
It's not really the intention of this instructable to teach you how to play chess, but Google is your friend - find an opponent, set up the board, and off you go!
Just in case, though, here are a few to try, each with a different style:
Chess Kid (video starts as soon as you open the link)
There are many other similar sites just a few clicks away.