3D printing is great. 3D printing can create objects that could not be created by other methods. As great as it is there are some limitations due to the nature of fused deposition modeling. Sometimes the model has overhangs or needs to have strength in the Z axis so it is not practical to print it as one piece. It may be best to design the model to create separate components using the x and y axes and then fasten them together with screws. The project may also require a removable cover or may have other mechanical parts attached to it.
Types of Screws
There are different types of fasteners that could be used. If possible, a screw and nut could be used which would create a very strong connection. If the design does not allow the fastener to go all the way through the part, a self-tapping screw may be needed. Sheet metal screws may work but they are not designed for plastics and they are designed to work without a pilot hole. Thread rolling screws are the best option since they are designed for plastic and do not come to a point. The image below shows different sizes of thread rolling screws.
How to Design the Model for Screws
To use screws with 3D printing the design needs to either have holes in the model or enough room to drill holes later. If drilled holes are used, it may be best to design the model to have a solid infill to drill through. If holes are included in the model, design the holes to be at least as large at the screw diameter minus the threads. Make sure to take into account any issues with holes printing undersized due to slicing and the printing process. See the RepRap Print Troubleshooting Pictoral Guide. Slimbots offers an assortment of thread rolling screws for sale here.