A friend and I built the MIBO, a Lego Mindstorms version of the Sony AIBO robotic dog.  It was designed by Jin Sato, and instructions can be found in his book: Jin Sato's Lego Mindstorms: The Master's Technique. Here's the same page with all large pictures (~300K).  Here are pictures of it after construction:

 OK MIBO, show us your tricks.
How color coordinated we are... not.
Same view, with softer light
What a cute little doggie
Close-up of the gears and construction