If you can design it, you can probably make it with a cnc. Depending what tool is used for the CNC (router, dremel, extruder, etc.) you can cut metal, plastic, wood, etc. into many shapes with very precise tolerances, usually .0025". So, for a minumt, imagine that part that you really want in that robot, but its just too hard to make it with the typical hand tools, a cnc could be a good alternative. Another great application for CNC machines is PCB milling. You can attach a very small milling bit to the router and mill away the copper on the board according to the eagle (or other software) design that you create.
Really, the sky's the limit.