DARPA put's it's money on battlefield needs. In the case of Big Dog, we can be assured that fewer equines will ever be sent by the US military into harms way. These polypedal robots are more agile in offroad terrain than wheeled vehicles. Although, they cannot carry mcuh weight and chew up batteries like crazy.
I actually teach robotics and programming. To start, we use Lego Mindstorms NXT. It's a serious prototyping toy and helps students get into the engineering process. In fact, there is a competition at www.legomindstorms.com for kids to create bi-pedal robots. What's nice about Lego is there is no penalty for cutting or welding a part wrong. So the students can easily fix any mechanical shortcoming.
Quadripeds, like "Big Dog" have been around for a while. MIT, Cornell, Stanford, etc. had the quadriped gaits licked decades ago. Problem was the motors were too bulky and the processors to big and slow to make something like "Big Dog". Now we have faster processors, better motors, longer lasting batteries, better sensors, etc. We also have better algorithms to help the robots recover from a fall, go through varied terrain, etc.
One project I have, related to my quest to canter bareback, is to record the forces acting upon the rider. For this, I'm going to use three accelerometers, clip them to various points on the rider, datalog the ride and synch it with a video record. Again, this is pretty much "off the shelf". In fact, I'm using Lego NXT's and Lego accelerometers. When I finally get to it, it would probably take less than an hour to setup the entire experiment from scratch. Maybe that would give a sense of how easy robotics has gotten these days.
Another project in the planning is to make bluetooth enabled training harnesses. The idea is to strap the harnesses on half a dozen horses and "spur" them remotely while shouting voice commands. Kinda helps cut down on time and labor for exercising the horses daily. On the other hand, if it works too well, it would make it easier for the military to put a horse in harms way.