Live insects usually frighten children when they crawl or scurry around the house as unwanted intruders, but take that concept and mechanize it, and you get the fun Hexbug line of micro robotic critters.
To call something a "robot" would entail that it is able to perform some sort of calculated action. The Hexbug creatures have been designed to recognize walls and obstructions, as well as react to loud sounds. This doesn't mean the gizmos avoid walls right before seeing them, since they do make contact, it's just that they keep on moving in a different direction upon impact.
For example, when I let one loose inside my condo, it raced from one end to the other, crawled under the couch, reappeared again, and then ran into more obstacles in trying to get out into the open. Playing loud music had it in a tantrum where its senses looked to be in overdrive. It didn't seem to know what to do. If this wasn't a battery-powered gadget, I could swear that it was a sentient life form.
The original Hexbug is complemented now by a line of robotic ants, crabs, nanos (small centipede-like creatures) and inchworms. The crab has been designed to lurk in the shadows until a loud sound or exposure to light forces it out (definitely ideal for practical jokes). The inchworm has a dual-band controller that allows for you to control two of them simultaneously. The nano can flip itself back up if it ever falls on its back. The ant doesn't really do anything unique other than race backward after hitting a wall.
The different models of the Hexbug line are available in multiple colours at Toys R Us and start at $9.99.