This site has a lot of polyhedra nets with glueing tabs that you can cut out and make into 3d models of the polyhedra. There is not much in the way of instructions, but the way the objects go together gets to be very intuitive. It is great for the study of geometry or to just make some neat looking models. It is even good if you just want to make large versions of D&D dice. Paper Models of Polyhedra

I've linked this in here before but it can be fun just to play around with http://www.peda.com/polypro/ Go to the Poly Pro download. Does every thing from Platonic solids to Geodesics

Yep, I used Poly back in 1999. It is pretty neat to play around with. You have to add the tabs to the nets yourself. The Paper Polyhedra link has the nets with the tabs already. There is not as many polyhedra as the Poly program has to offer, but it has what was needed at the time. What is interesting with the Poly program is the slider so that you can slowly unfold and fold the shape.