Walkers with multiple pairs of legs spaced out from the frame subject axles to more stress than what they are typically designed to handle. Furthermore, LEGO's plastic axles twist easily under torque, which can be especially problematic for walkers since such twisting can disrupt a walker's gait by delaying the leg's movement.
How much do LEGO axles twist?
The above experiment was run with LEGO's M-motor 8883, geared down in a 5:1 ratio - the same set up I used for TrotBot.
With some walkers the gait is smooth enough and the weight low enough that axle twisting doesn't harm the gait much. However, with heavy and wide walkers, like the Mindstorms TrotBot I just finished, axle twisting can be a problem. Fortunately, Brick Machine Shop makes stainless steel axles for LEGO:
These steel axles resist twisting and help to keep leg movement closer to the mechanism's designed movement. They also fit more tightly, so cranks won't come off axles while operating your walker - but this also means it is difficult to insert these axles into parts, so we pre-stretch the LEGO holes before putting the parts onto the robot (see below). We also use a Kapla block, coin or needle nose pliers to make it easier to remove parts from the axles.
Pre-Stretching LEGO axle holes:
Then, slide the part up and down the axle a couple times to widen the hole a bit more, using something like a Kapla block, coin, or needle nose pliers to increase your leverage.
We purchased these steel axles from former Bricklink store Brick Machine Shop. UPDATE: Brick Machine Shop is no longer on Bricklink, but you can find them on Ebay under the store name "CNCgear"