First I looked at what I had seen Bell and Fleishman make, which is a panel with a joint piece, and copy some of their most basic work. Many of the pieces they concoct are angular, curvy, and multi axial. I started with a Box.
Usually, I jump into sketch up and start hashing out ideas. THis turned out to be less helpful than I expected, since the object I was creating required more attention to the connection points than the shape itself. So after playing paper, which was hard to find in a computer lab, I settled on a rounded box like object that had 4 radial vertical C's with 2 circle horizontal slabs.
Using illustrator, which I do not recommend, I sketch the cut lines, and realized my material I was laser cutting was the crux of the design. The intersections had to be the same width or the locks and hold with friction (or glue) or the pice would fail to hold rigidity. Using chip board, that was 1/8 inch thick I measured the slots, and saved my file as a pdf. It took 8 tires to get the sizing right. This is the part where I don't recommend illustrator - using a non unit specific vector file format took several tried, even after attempted measuring with the cut program, and scaling.
In the end though, it's a cute little wooden cub.