Wheel based movements are well studied and have several advantages. They are simple, energy efficient and do need less expert knowledge. Nevertheless they are not the universal solution. Alternatives like flying, crawling or walking are often more suitable for a specific application but they are really hard do develop and even more hard in terms of usage.
One interesting approach of how to use legs by making usage of neuronal networks is shown by „Biologically inspired six-legged walking machine AMOS-WD06“ (Author: Poramate Manoonpong). This project shows an usage of a Hexapod that gets controlled by a neuronal network, how to set it up and how to train it. The results are quit awesome.
Another interesting example of leg usage is given by the A-Pod, a hexapod by Kare Halvorsen which mimics an ant. This black ant which is quite capable of doing natural looking maneuvers. It supports moments of its legs, head, thorax and abdomen, plus it has a claw to perform mobile manipulation. In special the high flexibility and maneuverability in addition to the possibility of mobile manipulation makes this project extremely interesting.