Have you seen this article on an Carnegie Mellon / MIT spider that walks on water?
Some interesting ideas in here. Like piezoelectric actuators. Didn't know such a thing existed! And the newly discovered way in which water skimmers walk: by slighly pushing down on the water. Cool.
Best news to me is the spiderbot's parts only cost $10. Now that's impressive. And pretty inspirational for those of us without research grants. Here's some engineering guidance on biomorph piezoelectric actuators.