Produced as a single piece in FUD may not be a nice as separate elements latter bonded together and that is because the support material will cause a different finish, sandable yes (if you can reach), paintable yes but with a slightly textured and less transparent, sometime completely opaque areas. As elements the parts should print beautifully as they do not seem to require support structures for print, technically no undercuts.
I would modify the columns with bonding (or snap fit) in mind, more contact area and perhaps even a keyway like feature, a partial tongue and groove to make assembly easy. Or you could even design them to allow the small sphere to traverse to the next level.
Don't rule out the new Black High Def Acrylate, it should be a bit cheaper than FUD or FXD and is much easier to see the part in shiny black than translucent FUD.
If you can design for the laser sintered plastics, AKA Strong White Flexible (polished and unpolished with many color options) the price will come down even more. While that material does not have any support material issues it is a bit coarse. Finally look at both fully assembled models VS printed elements in the 3D tools, you can observe machine space cost VS more practical flats in weighing your decisions. If the idea is to sell a finished product here, requiring only a bee bee to complete then the extra cost may be worth it. Good luck! -Shea