I Heart Robotics has done a bunch of testing of the strength of different fasteners in 3D printed plastics. They found the strongest bond was a brass threaded insert that is installed with a custom soldering iron tip.
Since you also have to buy machine screws, they are a little expensive at $0.15 each, in quantities of 100. These brass inserts perform better than expected. The soldering iron tip makes them incredibly easy to install and the holding strength is more than sufficient for anything you would be 3D printing in plastic.
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