I have been playing with lofting using Creo. I was pretty impressed with the results. I have included the source file for the Creo modeling express version. It is a free download and has been super powerful to use and fairly easy to figure out.

The part was printed with single wall vase mode using slic3r.

12/28/12
Added Hollow Vase for those that don't have the Spiral Vase Feature on their printing software.

4/15/15
Added HD Version for kloppertje