I liked ssd's thumb crank, but it was rough around the edges (literally and figuratively) and just didn't feel quite right. My finger kept slipping off of it when it turned, and I realized that it needed a narrower shaft to allow the finger to get some purchase, and I wanted to figure out how to make those sweet curved contours with rounded edges in OpenSCAD (hint: lots of toriods). This is the result. It works extremely well and feels disconcertingly good turning around the finger. Best of all, it's made in OpenSCAD, and is fully parametric.
The hole should be about .5mm smaller than the rod (the STL is sized for the makerbot M8 Z-rods), and should screw on tightly, self-threading as it goes. Like ssd's crank, it should be tight enough to not need a set screw, but if you've got screwy tolerances on your printer that make it too loose, you can always change the bore variable in the scad file.