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I think the simplest robots consist of 3 main components: the brain, the eyes, and the legs. In your case, you have the Arduino as the brain, your distance sensors are the eyes, and the servos are the legs. So it should be quite straight forward creating your first robot, with or without ROS.

You might want to look at BEAM robots for some of the simplest robots. Eg. Grey Walter's tortoise did not even have the kind of computational power we have now, yet was able to demonstrate simple obstacle avoidance (which is a good place to start in robotics)

Of course, with ROS, you get to tap into the huge resource of higher level algorithms written by others. But just note the different requirements of each algorithm, some of which may require different sensors. For example, the Kinect has been used as a relatively cheap 3D sensor in the turtlebot for navigation, and also localization/mapping algorithms like RGBDSLAM.