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There's already a number of board games out there where you are essentially buying the rulebook and are asked to provide your own game pieces (pennies, figurines, whatever). Yes, they're very easy to pirate, but they usually have a low enough price point that piracy is not a huge issue.

I'm watching Games Workshop with interest on this one. They make a large amount of their income on selling tiny, expensive plastic figurines and are notoriously litigious. They stand to lose out big time if people start fabbing their own models.

Some people already make their own molds out of miniatures and use the to build their own. It's a lot harder than printing them, though.

There will probably be some of each, but to me the most interesting are the possibilities that hybrid models offer.

Apps that connect to common personal 3D printers for the pieces and then have a digital board on the screen that recognizes their position.