This started as a doodle in Wings 3D. I ended up importing the model into Maya, subdividing it, and rendering it with mental ray. Additional manipulation was done with Photoshop. Please don't ask me what it is; I've no idea.
The modelling is done in Wings 3D. Usually, I start with a few low-polygon cylinders, then select single faces and create bridges. I subdivide the bridges, and create more bridges bridging the bridges. At the end, once I've got a heavily cross-linked structure, I subdivide the heck out of it to smooth it out.