I have previously built an Insectbot using instructions from the Internet, but subsequently DFRobot have created a kit that conveniently contains everything you need to build one without the need of finding and buying all the components individually.
This is a very easy little robot to assemble and is great for beginners, with one exception, the piece of plastic used for the robots head needs to be cut and holes made through, which sounds easy enough…. However do not be fooled, as it is the most brittle and fragile piece of plastic I have ever seen. Not breaking it is nearly impossible. Luckily it can easily be replaced with any other piece of flat plastic, such as a plastic container lid, etc.
The robot uses a rechargeable battery, which is very convenient and comes with an adapter to charge via USB.
Here is a time-lapse video of the robots assembly.
The kit is relatively inexpensive and is a great little kit (with the exception of the plastic used for the robots head) and I would recommend it for anyone interested in getting started. The Beetle board used in the robot is fully Arduino compatible and can be developed for using the Arduino IDE.
A basic version of operating code can be downloaded from the products web page (http://www.dfrobot.com/index.php?route=product/product&product_id=1055#.Vtke2JN97fZ). This can be modified as much as you like to truly make the little robot your own.
Here is a video of the little guy in action. Just take note of one shortcoming, and that is that they really struggle to get traction when walking, so some custom shoes will help (I used some cork from a wine bottle, which I cut into little feet.)