You don't indicate if you are more interested in the hardware or software aspects of robotics. If you are primarly interested in software and don't want to spend money on hardware, you should consider a simulation environment.
Think of things like flight simulators or game programs. You can "fly" a plane without having to buy one. You can also learn alot in the process.
Microsoft's Robotics Studio has a version you can download for free which allows you to simulate the Lego Mindstorms as well as write programs for it. If you are a student you can get the full version for free as well.
Of course if you want to spend the money there is nothing quite like the real thing and I am sure you will have a lot of fun with it.
I just learned that LabView can also be used to program Lego Mindstorms. Take a a look at: http://www.ni.com/academic/mindstorms/ They have a version of LabView for students with deeply discounted pricing.