Embedding optical fibers with fiber Bragg grating (FBG) sensors in 3D-printed samples can effectively facilitate the systematic use of smart materials in many fields such as civil, bio-medical and soft robotics applications. The aim of the study is to analyze different combinations of filament materials and FBG coatings, and to assess their metrological characteristics. Eighteen samples are fabricated and tested under different mechanical and thermal conditions. The repeated tests allow to perform an evaluation of the measurement repeatability for each sample, along with an analysis of the samples sensitivity. The filaments employed are acrylonitrile butadiene styrene (ABS), polylactic acid (PLA), and thermoplastic polyurethane (TPU). The fiber coatings are acrylate, Ormocer® and polyimide. The fiber coating has no significative influence on the performance of the sensors. The tests for temperature sensitivity highlight a good performance of ABS (116 pm/°C) and TPU samples (32 pm/°C) up to 60 °C, whereas the fabricated PLA samples (139 pm/°C for polyimide, 55 pm/°C for acrylate, 14 pm/°C for Ormocer®) cannot be used above 40 °C. The tests for strain sensitivity in axial elongation show an average sensitivity of 3.049 nm/mm for ABS, 1.991 nm/mm for PLA, 3.726 nm/mm for TPU. The bending tests show that all specimens materials have different sensitivity to elongation (2.994 nm/mm for ABS, 0.668 nm/mm for PLA, 0.149 nm/mm for TPU). Only for acrylate in PLA samples an effective difference for bending sensitivity resulted (1.241 nm/mm for the acrylate coating vs 2.366 nm/mm for the other coatings).