Mindstorms are really easy to get started with if you want more control over what the robot will look like, but you'll be facing more mechanical engineering problems.
diydrones has a lot of good information about getting things connected. Most people look to RC cars because they're so inexpensive.
So, the big thing with hardware is it kind of sucks. It always feels like using a butterknife to tighten screws. Things are challenging in ways you don't expect. With software, if you make a mistake, you fix it and recompile. With hardware, you hope nothing breaks.
I too wish it were easy. It's not, it's complicated in ways that suck. If you have money to throw at the problem, i bet you can find a nice industrial platform that's built like a tank that has a nice API. That kind of stuff is thousands of dollars, and i'm not familiar with it.
