I'm planning on building my first robot using an Arduino. It's going to be a small obstacle avoiding robot powered with a 9V battery. What should the voltage of the DC motor used in the robot be? Also, if you you've done this before please give some tips, or refer me to some link.Thanks.
You probably want to step up to a larger battery pack than a 9V. You'll find that the 9V doesn't really supply the current that you need, and will run out very quickly. You can probably find a small rechargeable pack online or at a local hobby store that will do the trick.
As far as the motor, if the robot is suitably small, I would use a modified hobby servo. They come in many sizes/speeds/torques, and you will probably be able to find one that meets your specifications. You can also interface with them using the Servo library on the Arduino. You can either buy a servo pre-modified, or you can modify it yourself using the instructions found on Acroname, for example.
For finding these parts and more, I have compiled a list for our undergraduate projects, you can check it out here: Auburn SPaRC Suppliers. This is a list of common suppliers that we use for many different robotics pieces and parts.
Also consider re-purposing the chassis from a toy, if you can find something with dual-wheel-skid or tank steering. There was a whole generation of robots built around the motor/transmission unit from the Big Trak toy (at this point in time an original is probably worth too much to cut up, but there is a modern version and other things along those lines). In some cases it may even be possible to tap into the toy's motor drive electronics in place of its radio receiver or original microcontroller.
I believe these are the motors used in a number of robot chassis's from Dagu (RP5, Rover 5, 4WD). Might be a good choice.
Agree on the batteries mentioned above. There are battery holders for 6 AA's as well as for 4.