There are several printable polyhedral dice on Thingiverse, but the only full set:
Has very rounded corners that I'm not fond of, since they take too long to stop rolling and don't have the nostalgia value of sharp edged dice for me.
Most of the sharp edged dice on Thingiverse don't have the numbers engraved and are really just platonic solids or use non-standard designs.
You can find my first die, the D4 here: http://www.thingiverse.com/thing:33293
You can find my second die, the D6, here: http://www.thingiverse.com/thing:33307
The third die I created, the D8, is here: http://www.thingiverse.com/thing:33311/edit
The fourth die, the D12 is here: http://www.thingiverse.com/thing:33313/edit
You can complete the set using syvich's very nice D20: http://www.thingiverse.com/thing:551
This is my fourth contribution, the D10.
With this, there is now a full set of sharp-edged polyhedral gaming dice on Thingiverse. I may go ahead and also D20 so that there's a full set with a consistent look, though.
I place no restrictions on the use of this file or the original Blender file (attached, use 2.64+).
No assembly required, should just be able to print and go.