Building robots is pretty complex task. One side is mechanical and another is control. Arduino platform is great for non professionals. So if you are more mechanical guy then Arduino may be a big savior for interfacing and writing software. There are lots of Arduino shields available that mostly are used for motor control and lack some functionality that is needed in robotics.
Open-electronics introduces pretty attractive shield specially designed to control robots. IT has some handy features including: high input voltage range, stabilized output voltage for servos, ultrasonic obstacle sensor, IR remote control receiver. Shield also powers Arduino board with stabilized 5V. Shield can be battery powered – typical requirement for robotics. There are plenty demo programs available where you can build simple robots and test them right away starting with bi-walker and spider bot. Just point TV remote and have fun.