I just bought, one week ago, the Lego Mindstorms NXT kit, and I've now finished to build the 4 models proposed by the LEGO guide, included in the kit. It has been very useful, since they let you now about the enormous potential of this kit. After these models, I started to build my own robot.
It is not so easy to realize a good model, and maybe this is the reason for the availability of many dozens of books about this subject. I think that one or more books are the first step to design serious robots and do not waste time trying and trying again.
However, there is another place where to find, indirectly, hundreds of tips and tricks about building a robot: Youtube (TM). Just click the link (title of this blog) and you can see what I mean. Yes, there are naive models, but there are also some robots that I would define brilliant: forklift truck, biped walkers, animals, and so on.
Therefore, if you're stuck in building that robot arm or you cannot integrate the motor in your model, why not try to look for similar ideas in Youtube? It is free, it is inspirational and people are happy to show their models to you. Maybe let a good rating and comment in return