They are actually pretty tough, check out the Boston Dynamics vids on YouTube. It wouldn't be too hard to armour the core against small arms fire, maybe the head. Arms and legs are fairly quick change iirc
What concerns me is once a few of these get snagged, armed up with c4 and BBs and run into a mall crowd before going boom. Suicide bombers who don't even care is a scary prospect. You could deploy it out of a minivan a few hundred yards from the target and have it prance right into the crowd. If they're common as police units people may not even notice until it blows up.