They're just ball-bearings (ok 432 of them, they're about 0.5mm diameter) with a North and South pole, mine are from 2 "wiki M-cubes", but I've seen them with other names like "neocube" or "desk dots"
Under normal circumstances they just form a line of magnets, or more likely a mess, but they'll happily arrange into neat little triangles, pentagons and hexagons, and stacked in certain ways they lock to the shape, which can (and will) attach to each other without becoming a mess.
Mine are 2 layer hexagons, arranged in various ways, so it spelt out adiSc (the small s wouldn't work and I didn't have enough to make all caps)
If you wan't me to upload some more shapes and designs to my photo bucket gallery, I am willing and able.