> Well it's no worse than carrying batteries, anyway.
Well, batteries of today and right now. There's a pretty solid brick wall that you run into in terms of size/weight vs. output/lifespan of batteries. As for the diesel/whatever-electric system, you might be able to make a very high-powered fuel for the system with less effort than would be required for making batteries (granted you then have the problem of making the robot prone to explosions, but what good is a giant robot unless it explodes dramatically?).
This is an aside, but I find it interesting because I'm a very boring person: In the Terminator series there are impressive machines walking and flying around powered by exotic battery/nuclear systems. This is 100% OK with me because the machines are making themselves and are unaffected by living in a toxic environment. One could make some really cool high-powered batteries or small-scale nuclear systems granted there's no concern for environmental consequences of their manufacture or the constant radiation they're pumping out. However, since we're made of meat that needs to eat and breathe, anything nuclear has to be properly shielded and we tend to be upset when our drinking water is mostly heavy metals.