The reason I call this my baby is that I built this from ground up. Experimented with various Arduino boards. Dabbled with so many sketches (programs) to fine tune and make it really work. And the hardest is to find the right power source for this baby.
It looks so simple yet so difficult. With eight servo motors to manipulate, I could not use any of my Arduino uno, mini, and duemillanove boards. I had to go for big time - the Arduino Mega 2560 (I got one at Alexan, but used the one from E-Gizmo because it was smaller). Then the programming part was very tricky and hard to find models. But that's not all. The servos are not automatic, you have to adjust them (screw and unscrew) to make them walk right. Since I did not have an Arduino shield, I had to improvise the connections of all those servos to the board.
Mr Oddbot (Russel) at Let's Make Robots can give you more information including videos.
http://letsmakerobots.com/node/25759