There are plenty of cool robots that you can buy to program and play with. If you know your 3D printing and electronics, you can always build your own. This guide from Toglefritz covers how you can build your own 3D printed quadruped robot with off-the-shelf electronic components.
This particular robot has 4 legs, each actuated by 3 servos. It has 3 degrees of freedom and can move in any direction. The robot also has a NeoPixel LED as its eye. You are going to need Hitec HS-645MG servos, 1 x Lynxmotion Botboarduino, 1 SSC-32 servo controller, and a few other parts to get started.