I had considered buying one at one stage and priced one of the better camel bone options.
That stopped me cold as they were hundreds of dollars. Admittedly this was the first option price and open to a very great deal of negotiation.
I have also been worried that I have been here too long as the touristic souvenir sphinxes and figures are starting to look attractive. It is odd that when we have seen something again and again in all sorts of contexts, even good images start to be kitsch - like the Mona Lisa.
Anyway - I decided to use the figures to make my own chess set - with scarabs for pawns, one side black and one side coloured. I have rooks which are pyramids, a king and a queen, and Bastet, the cat figure for bishops. I struck out with the knights a little. I considered camels, but they didn't really look right with Pharaonic figures. There are no horses in ancient Egyptian imagery. I compromised in the end, with canopic jars with animal heads on the black side, and sphinxes on the coloured side.
I am very happy with it - but the photography was rough and a little awkward. Have a look.