Adhesives are very important when building a Lego robot. Discovering rubber cement (also affectionately known as snot glue) greatly speeded our progress in building Neil because less time was spent on rebuilding Lego structures that kept falling apart while still in the experimental stages. Rubber cement is perfect because it holds but can still be pulled apart, and when it is time to change the design, it peels off easily without leaving a sticky mess. However, while adhesives are not the substitute for good building technique, they do serve for an excellent fix for that one block that just won't stay put and general structure stability. Be sure to brush a tiny bit of rubber cement on each surface you're putting together.

As for hot glue, this is something we saw at competition but have not tried ourselves. I would recommend it for Lego sacrifices (blocks you do not have to reuse or give back for another group to reuse) and those who have no fear of hot glue.