Summary

Being fed up with the stock filament holder and going through several iterations of filament guides, external solutions, etc. I wanted a permanent solution that mounted on the back of the printer, but held the filament parallel to the back.

Instructions

So here it is. The rod in the middle is the 27mm PVC pipe that comes with the Solidoodle.

I've mounted the holders 16cm apart and 1cm from the upper edge. You need to drill 4 holes in the back of the printer and fasten the holders with 3mm screws.
The pieces were printed with 2 perimeters and 0.1 infill. In my version the rod is perfectly held. Firm enough not to fall out or twist, but easily removable.

Have fun. =)

UPDATE: I was told that the pictures suggest that you can't use it with the Solidoodle electronics cover. (See: http://www.thingiverse.com/thing:31325)
Don't worry, that works just fine. I just forgot to reattach the cover for some of the pictures...

UPDATE2: I recommend mounting the holder not 1cm but 1,5 cm from the upper edge. Mine impacted with the (rarely mounted) metal case.

UPDATE3: I've mounted another filament spool which is less wide then the one I designed the holder for. To fixate the spool on the rod to stop it from slowly moving to the left, I've devised a stopper ring which holds the spool in place.

Solidoodle Rear Filament Holder