I needed some anchors to attach a http://www.thingiverse.com/thing:1830 to my wall. Rather than take a 10 minute trip to the hardware store, I spent 45 minutes designing and printing some. They worked pretty well. There are parameters to adjust for different size screws. The parameters are currently set up for a #6 drywall screw.

Adjust the parameters (or use the STL file for a #6 screw). Print it out. I ran the screw in it while holding it with pliers before putting it in the wall. You may be able to just do it in the wall but I was worried it would spin in the hole. Drill a hole, tap it in with a hammer and put a screw in it.