It is important to make the bodies of your robots strong so they do not fall apart. A good way to do this is by using cross braces.  
For example, this stack of 1x2 beams is very flimsy. By adding a vertical cross brace, the structure becomes much more solid and will not fall apart.
Because of the spacing between the holes in a Lego beam, only certain combinations of beam stacks work for cross braces. See Lego Cross Brace Combinations for examples of Lego spacing that work for cross braces.  
See also: RCX cross bracing, Lego cross brace combinations