Neat little feature in Blender2.5 these days, automated generation of toruses with the polygons twisted. To make this and other shapes, enable the plugin:

file -> user preferences -> add-ons

There's a whole bunch of plugins in the Add Mesh category that create great shapes, including a rather impressive platonic solid generator. Of course you'll need to get a recent build from graphicall.org, which I highly recommend as newer versions are very stable and close to Beta-ready.

Note on Blender 2.5's .stl support: it is also a plugin you have to enable, and for some reason objects need to be scaled up 5x before exporting. I have submitted a bug report on this...

UPDATE! There's nothing wrong with .stl support, but you need to go to apply -> scale if you've scaled your design in object mode before it will come out properly.