From things I read in the past, mindstorms has a very large modding community, hacks etc and while strength can be an issue I've seen some mindstorms stuff with very good articulation.

Lynx do sell lots of plastic body parts or all kinds of shapes and sizes, everything you need to build a robot of any design you can think of (check the servo errector sets) you want to minimize the weight on any load bearing servos as much as possible and their parts are light and strong to minimize twisting etc

But I think a lot of robotics has always been about fabricating your own peices which is perfectly reasonable given a few decent tools and sheets of suitable material.

I bet programming embedded devices to control servos is a lot of fun