We'll add a little detail to the arm pieces now. First, I'll make sure that all my vertices are either connected or sitting slightly above the mesh they connect to:
For the wheel at the bottom, we'll use Subsurf to create a sort of futuristic tire. We'll start simple:
Remember, Subsurf will divide and smooth your mesh, so don't use too many sides to your circle originally.
Using proportional editing, I'll spin the central edge loop around the circle to create sort of an "arrow" effect to the tire:
Then, using the Bevel tool, ...