Is this the generally accepted explanation now? (I thought so, but the article itself doesn't mention it - then again, the article seems full of pseudo-science)
[1] http://www.localhoney.co.uk/wp-content/uploads/2010/06/start...
[2] http://1.bp.blogspot.com/-uM7ATVMEcDA/TdcWZm9BPEI/AAAAAAAAI8...
It says the bees build cylindrical cells around themselves initially, but then raise the temperature of the wax to 37-40 degrees C, when the wax is warm enough to flow into the hexagonal shapes.
(Pages 172-176)