This is much easier to construct than a small bristlebot and has better performance (bigger pieces, no need for a special vibrating motor, more standard battery, longer autonomy, on-off switch added). It also allows for a rechargeable battery (highly recommended).
Step 1: Materials
9V motor (lower voltage motors could work too)
9V battery (rechargeable recommended)
9v battery clip
Piece of wire (any color. I got mine cutting in half the red wire from the battery clip in half, which was long enough)
Unipolar on/off switch