Any good robot kit is, by definition, going to require you to be fairly handy with ALL the aspects related to robotics. That is, you're going to have to learn a bit of mechanical engineering to make sure your locomotion device works properly, a bit of electronics to attach sensors, and so on. If you're looking for a snap together pre-built kit where all the accessories fit into proprietary docking connectors, you're not looking for robotics.
If you're feeling gung-ho about learning to program ICs, you could do worse than the Arduino system. With that in tow, you could look here for more inspiration as far as parts go:
http://www.sparkfun.com/commerce/categories.php?c=31
The Arduino is one of the more popular open-source robotics base boards, and it's easy to program and get started with. You can do a lot before you run into the hardware limits on that, but you will have to build your robot from bits and pieces, rather than a nicely packaged kit with printed instructions. That's half the fun though.