Thanks

I'd say the most helpful thing is having a reference image. I drew
this one up a few weeks ago (I get bored at school just like everyone else

) You can see how much I changed it in the final version, but it's still nice to have some direction. Sitting down in max and arbitrarily modeling something is pretty difficult for me to do.
Once that's done, the modeling is pretty simple. It looks complex, but when you break it down, it's easy. The legs are all extruded splines and the "eyes" are lathed splines. The head covering started as a sphere, then using edit poly I cut out what I didn't want (using quickslice mostly). I could have spent more time cleaning up the mesh, but it works.
I also made heavy use of the "shell" modifier. You can see how thin and worthless the above mesh looks- I used Shell to give it depth.
For little details, such as the hydraulic lines and the little wire "collar" assembly the bot has, I used splines. You can tell max to take an otherwise infinitely-thin spline and give it a radial thickness. Later on, if I animate the legs, I can animate the spline's control vertices to give the hydraulic lines convincing movement. (if you have questions over any of this I can go over it in more detail).
Textures are easily the most important, and sometimes most difficult, part of the scene. I like to use
Mayang's free texture library (aside from google of course). None of the textures tile seamlessly that I'm aware of, but the photos are great starting points, with all sorts of rusted-up steel, cracked paint, etc. Making your object look dirty and weathered is harder than leaving it spotless, but as I've learned, the results look much better.
You can see how light reflects more off of the painted areas vs. the rusted areas; this adds huge realism yet is extremely easy to do. This is achieved though glossiness mapping-any area on the glossiness map that appears white will have a highlight, while darker areas on the map will appear dull.
While there is a lot that went into that model, I'm sure that you're familiar with nearly all of the techniques that I used for it. It just takes practice and patience - take your time and concentrate on each individual element, one thing at a time. Unfortunately, that sort of mentality disappears during build season due to the rather demanding deadlines, but it's a good thing to strive for I guess.
One last piece of advice -
look out!