From a slashdot article, this guy built a two-wheeled self balancing
device using a Lego robotics kit. He has some videos of it following a
black line on white paper. Very cool.
http://www.geocities.com/stevehassenplu
His site is being slashdot'ed right now. If it still is when you read this, here are some mirrors you can try.
http://perso.freelug.org/legway/Leg
http://legway.armorica.biz
http://home1.gte.net/res1g289/StevesLeg