I just want to add a small derivation to leonbloy's answer, which uses calculus instead of geometrical intuition. Changing from cartesian $(x,y,z)$ to spherical $(r,\theta,\phi)$ coordinates, we have for the volume element
$$dx dy dz =r^2 \sin \theta ~ dr d\theta d\phi$$
The coordinates $(r,\theta,\phi)$ don't work for a uniform distribution because we still have a non-constant factor in front of $dr d\theta d\phi$ (see "EDIT" at the bottom, if you do not see why they don't work). Therefore we introduce
$$u=-\cos \theta \Rightarrow du= \sin \theta d\theta$$
$$\lambda=r^3/R^3 \Rightarrow d \lambda=\frac{3}{R^3}r^2dr$$
with which we obtain an expression with a constant pre-factor
$$dx dy dz= \frac{R^3}{3} d\lambda du d\phi$$
The range of our variables is $\lambda \in [0,1], ~u \in [-1,1], \phi \in [0, 2\pi) $. Choosing those numbers uniformly we get cartesian coordinates
$$
\begin{align}
x&=r \sin(\theta) \cos (\phi) =&R \lambda^{1/3} \sqrt{1-u^2}\cos(\phi)\\
y&=r \sin(\theta) \sin (\phi) =&R \lambda^{1/3} \sqrt{1-u^2}\sin(\phi) \\
z&=r \cos (\theta)=&R \lambda^{1/3} u
\end{align}
$$
EDIT: I want to add an argument why we want a constant prefactor in front of $d\lambda du d\phi$.
Consider the one dimensional case (uniform distribution of points on the line $[0,L]$). For $0<x<L$ the probability to find a point in $(x,x+dx)$ is $P(x)dx$. Since we assume a uniform probability, $P(x)$ has to be $P(x)=1/L$, and hence the probability $P(x)dx=dx/L$ is directly proportional to the volume element $dV=dx$.
Now consider we have a variable $y$, for which we do not know the probability density $Q(y)$ but we know that the volume element is $dV=dx=c dy$ with some constant $c$. Furthermore, we know that $Q(y)dy$ has to be $P(x)dx$ (by definition of probability density). Hence $Q(y)=P(x)dx/dy=c$.
In summary we have shown:
"Variable $y$ is uniformly distributed" $\Leftrightarrow$ "The volume element is $dV=c dy$ for some constant $c$. (For the correct normalization of the probability density the value of $c$ is not arbitrary)