Let's Make Robots!

Which is the best way to build robots?

I'm lost and can't choose which way to go, I read David Cook's book, I read LMR's starter guide and some other sources. Saw a lot of robots in action here and there but I can't still choose which way to use, a programable robot wither using PICAXE or Arduino or even to stick to non-programable robots just like the one in David's book which is called Sandwich robot.