The Bioloid kits from Robotis are amazing. They're an excellent prototyping tool, but there are also a few improvements that could be made. My biggest gripe (and I think most people agree), are the tiny little screws... eesh. 2MM phillips heads are not fun. I've taken to replacing all of my screws with socket head cap screws, this lets me use a hex driver during assembly, and saves a ton of time. Unfortunately, each screw will run you $0.03-0.07, but it's well worth it in the long run. I've been buying my 2mm SHCS in 6mm and 10mm length, and also 3x10mm for the big screws opposite the servo horn, from McMaster-Carr:
M2x6mm: http://www.mcmaster.com/#91292A006 (the most common ones you'll need)
These fairly cheap upgrades save a lot of time, I think I've cut the amount of time spent on assembly by at least 50%. Just make sure you have a GOOD set of hex drivers.