What is the best way to connect your moving robot with remote control or control circuitry?

You know there are three ways to help you connect your moving robot; Infrared receiver, Radio frequency receiver like RF-433Mhz, and Bluetooth module.

These three options have their pros and cons. And you may choose the right option depending on your project requirements.

And you can weigh your options using the following criteria:

The Arduino development board is a robust and well-documented development board in the Arduino ecosystem. You can use it to build any electronic project for your hobby or prototype. 

It is sufficient to create many projects without any external sensors. It has an Atmega328P microcontroller, 14 digital input/output pins, six analog pins, a USB connector, a power jack, and a 16 Mhz resonator.