Recent years have seen an influx of applications utilizing 3D printed devices in the terahertz regime. The simplest, and perhaps most versatile, modality allowing this is Fused Deposition Modelling. In this work, a holistic analysis of the terahertz optical, mechanical and printing properties of 17 common and exotic 3D printer filaments used in Fused Deposition Modelling is performed. High impact polystyrene is found to be the best filament, with a useable frequency range of 0.1-1.3 THz, while remaining easily printed. Nylon, polylactic acid and polyvinyl alcohol give the least desirable terahertz response, satisfactory only below 0.5 THz. Interestingly, most modified filaments aimed at increasing mechanical properties and ease of printing do so without compromising the useable terahertz optical window.