You won't hear this often, but my Rovio has been working just fine for over a year-and-a-half now. It was not difficult to set up, and it does exactly what Wowwee said it would do (be a remote-controlled, wifi, IP video camera). It is not a home security device (even though some stores marketed it that way). It does not have a whole lot of brains to do much on its own. The headlight sucks, you'll notice plenty of headlight mods around here.

It seems the Spykee is about the only other option in the price range. I don't have one, so I can't comment how well it works (or doesn't).

Building your own is definitely an options, though it may end up costing more, it'll do exactly what you want/need in a mobile IP camera. You can stick any old wifi IP cam on top of a robot chassis. For $55 you can get a wifi-enabled Arduino clone to drive it. From there it's just mechanics and C programming.

Watch out, don't step in the anthropomorphization.