Brick Labs

Fay Rhodes has done some excellent work with both her books regarding building LEGO NXT Animals.
The first book, is the Zoo Book. You can buy it at Amazon.

Here is a Rabbit from the Zoo Book:

Next up, is another book from Fay Rhodes. Robots Alive! Endangered Species

Here is a frog from the Endangered Species book:

Both books are great. They are all built from LEGO NXT kits, with some extra parts. You can see the Endangered Species parts list (pdf download), and the Zoo Book parts list to see what other pieces you need.