It largely depends on what you are trying to achieve with your robot?
Radio control works well if you building an inspection or surveillance robot - all you need to add is a wireless video camera system, so you can pilot your robot remotely, and you're away - no programming necessary.
If you are looking to build an autonomous robot the requirements are quite different - you'll need a choose a programmable controller (such as an Arduino) to carry out tasks such as navigation, line following and obstacle avoidance. In this case some programming will probably be required.
If you can be a little more specific about your objectives, we'll try and help out where we can.