I have played around a bit with sliceforms before, using instructions from John Sharp, who has written quite a bit about using them for creating models of conic sections and surfaces, and has a nice short blog post here about their history. I learned about sliceformstudio a short while ago from mathmunch.
This design was based on a simple pattern of pentagons around a decagon, to which the wondrous sliceformstudio applied some interweaving that I tweaked only slightly using the very simple interface.
After printing off the generated strip file onto cardstock, 10 long strips and 10 short strips are cut, folded, and slid together to create the final model. I've copied the generated strip file to a pdf here.
Update: I got some helpful feedback from the developer of sliceformstudio:
One tip - you could make each line segment straight by manually adjusting the contact angle of the patterns in the decagon and the polygon to match each other. Or you could use the Optimize feature to do the same - see video demo here. If you want the physical model to have straighter lines, thicker cardstock will also help!