Nowadays, a challenging scenario involving additive manufacturing (AM), or 3D printing, relates to concerns on the manufacturing of electronic devices. In particular, the possibility of using fused filament fabrication (FFF) technology, which is well known for being very widespread and inexpensive, to fabricate structures with embedded sensing elements, is really appealing. Several researchers in this field have highlighted the high electrical resistance values and variability in 3D-printed strain sensors made via FFF. It is important to find a way to minimize the electrical resistance and variability among strain sensors printed under the same conditions for several reasons, such as reducing the measurement noise and better balancing four 3D-printed strain gauges connected to form a Wheatstone bridge to obtain better measurements. In this study, a design of experiment (DoE) on 3D-printed strain gauges, studying the relevance of printing and design parameters, was performed. Three different commercial conductive materials were analyzed, including a total of 105 printed samples. The output of this study is a combination of parameters which allow both the electrical resistance and variability to be minimized; in particular, it was discovered that the “welding effect” due to the layer height and printing orientation is responsible for high values of resistance and variability. After the optimization of printing and design parameters, further experiments were performed to characterize the sensitivity of each specimen to mechanical and thermal stresses, highlighting an interesting aspect. A sensible variation of the electrical resistance at room temperature was observed, even if no stress was applied to the specimen, suggesting the potential of exploiting these materials for the 3D printing of highly sensitive temperature sensors.