Mindstorms do a pretty good job of giving you total flexibility among design. One thing that sets Lego's apart from other competitive starter robotic kits is a pretty simple part: the connector peg.
While coming in many different variants, the two most common connector pegs are silver and black
These pegs are the simplest way to connect two beams, creating a degree of motion which is usually essential in most robots, however simple.
Silver, or non-friction pegs do exactly as the name suggests, and spin freely within the slots on the beams they're inserted in. Usually, they are the peg of choice for adding a part that undergoes large amounts of motion (i.e. Wheels, levers, etc.)
Black pegs are sturdier, and when inserted into beams, will lock two beams together, providing limiting the amount of movement possible.