I am an absolute Lego purist, meaning that I don’t incorporate anything but Lego into any of my creations. But I have been temped. I have considered using Styrofoam or wood to create shapes such as boat hulls, bumpers, faces and stuff like that.
I have considered a multi-NXT robot with lots of motors and sensors that are all completely hidden such as a human face or an amorphous shape. There would be no Lego elements visible to the eye. I recently found this stuff called Polymorph that looks cool. It is a plastic that melts at very low temperatures (hot water) and can be melted over and over and the re-usable nature really keeps with the Lego spirit. The cost is a little high at $20 per kg (about 2.2 lbs.) I might look into this more in the future.