So you want to build your own robot for data gathering and surveillance? deemojo has shared a guide that shows you how to do that. Rakshak One is a robotic system for data logging, distance measurement, and other similar tasks. It can be controlled using a GUI built using Processing.
You are going to need a robot chassis, pan & tilt brackets, Arduino Uno, Xbee shield, sensors, camera, battery, and a few other components to get started. More instructions are available on Instructables.