Having tried a couple of spool holder designs I found they didn't seem very strong - they didn't use much material and I could snap them in half with my bare hands. Not liking the idea of it breaking in the middle of the night I set about designing my own. I wanted to see what the Design Spark Mechanical freeware was like so I used that. The 125 Meter cardboard spools from Diamond Age which is about 100mm radius set the spool size to accommodate, but here is room for 125mm. I printed in PLA and could have used less material but I wasn't to bothered about saving a few grams of PLA so left as is. I use http://www.thingiverse.com/thing:5634 to hold the spool.

I tried Slic3r and Cura to slice. For Cura I used 1.2mm shells and 0.8mm top and bottom and about 40% infil. When I tried Slic3r I used the honey comb infill. This should be a snug fit on to the 8mm Threaded Rod - you may need to warm it up with some hot air to get it to fit, the idea being that I didn't want it to flop around when changing spools.