I've so far set up a Mini-ITX computer, which is (appart from an external power-supply at the moment) already fully self-sufficient. One can communicate with the Mini-ITX PC by wireless network. Here's the detailed documentation: documentation
Using CANBus and micro-controllers in the future, it should be possible to build a robot with Onboard-PC for less than 1000 Euros!
CANBus is used in professional applications (cars, industrial robots). F.e. see Kurt2 project.