So I just sent off the front and back pieces of the cage to 3DHubs. By not including any side pieces (I used a bunch of 2 mm diameter metal rods for this) I was able to save a lot on printing costs (cost was less than $100 vs. ~ $400 for printing the whole cage). Here is the finished result:
If you are determined to jam your hand in between the metal rods or between the plastic spokes you can still hurt yourself, but I think it offers a reasonable level of safety, while allowing good air flow.
I decided to make the air rudders (to be mounted behind the cage) out of thin aluminum sheets. Here is a video of one of them epoxied to the servo motor:
At first the servo wouldn't turn and I was worried that epoxy had gotten into the gears, but it was fortunately just some loose wiring. A second air rudder will run in parallel to this one, and be driven by a bit of coat hanger joining the two of them.
I also tried out a new inertial measurement unit this week (the AltIMU-10 v5 Gyro, Accelerometer, Compass, and Altimeter from Pololu Electronics www.polulu.com). So far I've been able to get temperature, magnetic, acceleration, and gyro data out of the thing in all 3 axes at about 50 Hz. I'm not sure yet whether or not it would be a good replacement for the electronic compass (without gyros) that I'm using now. The hope is that it might provide more reliable orientation data for AMOS in rough, dynamic water.