This class is a 3D wall renderer and it has a method to generate a random maze, the method doesn't work for the Z direction yet but it wouldn't be too difficult to implement.

Heres a brief explanation:
A main class; Walls is used to create, render & handle a collection of Wall objects which represent individual wall segments. These Wall objects can be created by adding a new instance of them to the walls collection, or by calling a method of Walls to create a maze...well when I say maze I mean a collection of randomly positioned wall segments that are connected to each other, although this is a more accurate description maze is a much easier one.

The download includes an example project to help you get started.

Download the latest version
Requires DirectX 9.0b