The cover of MAKE magazine this month is a how-to on "blubberbots", which are small indoor blimp UAVs (story only for subscribers for the moment--subscribe! It's worth it). You can buy a kit from the MAKE store for $99 that will allow you to build a limited UAV--it heads towards lights and has a bump sensor to retreat when it hits walls. But how much harder would it be to give them real navigation abiliites, triangulating off IR beacons or even using GPS (if your roof isn't too thick)?
Oh, and the back page feature of that issue is on me and my Lego UAV (blush).