You've asked a very non-specific question -- so, if the design is already done, perhaps you could share more details? Any constraints you can provide will make it easier for people to help, without wasting time by suggesting things that won't actually work for you.
Again, it's a very non-specific question. For each of the things you asked about, there may be tens if not hundreds of options, and the best one for you will depend on things like your budget, available tools, where you live (some things might be hard to purchase in your area), and other aspects of the design. So I would also suggest that you do some broad research in each area and come back with more specific questions.
In the absence of good information about your design, I can tell you a few things about the walker I'm currently working on. The legs are made out of PVC conduit. It's fairly light-weight, it's cheap, it won't rot or corrode, and it resists breakage. The only real downside I can think of is that it's easy to cut, but unless you are building Battlebots that probably doesn't matter. The joint design is detailed here:
http://writerofminds.blogspot.com/2014/01/build-better-hinge-joint.html These joints are not exactly professional, so if you can find and afford ready-made precise joints, you might want to do that.
I also have some feet which I may or may not put on the robot, which are made out of ... um ... bottle caps, with sections of ball-point pens for toes. No, really. You can build your stuff out of almost anything, just be creative.
My walker's legs are driven by linear actuators, with cheap stepper motors at the back end. If you want a hopping robot, though ... that's a whole different ball game. You need a fast but powerful movement, every so often. I'm picturing either a way of storing and rapidly releasing tension (spring, surgical tubing, etc.) with a motor and gearbox to wind it up, or a pneumatic system.
