Inspired by video http://www.youtube.com/watch?v=a5Zx02qAacA I've modeled my own gyro cube and printed it using FDM printer (I have an access to Stratasys Elite). Mine doesn't rotate as crazzzzy as original thing, but still brings lots of fun :)

The original thing designer appeared on Thingiverse: http://www.thingiverse.com/virtox

Download. Print. Remove the support. Carefully insert all the pins into holes.. enjoy :)