It is something I considered when I first saw Mirko's puzzle. http://www.twistymegasite.com/dobniks-cube.asp
I quickly rejected it because I couldn't work out how to turn the slices. Sandy, maybe you are thinking of something different to me.
Any nxnxn can be made in the shape of a sphere (like Rubiks World), but for large n it would have to be quite big or the slices would be difficult to turn.