This paper presents the results of a study on the exploitation of compliance in structures made of self-reconfigurable modular robots - Roombots. This research was driven by the following three hypotheses: (1) compliance can improve locomotion performance; (2) different types of compliance will result in diverse locomotion behaviors; (3) control parameters optimized for a medium level of compliance will perform better for other values of compliance than parameters optimized for extremal compliance. Two types of in-series compliant elements were tested, with five different stiffness values for each of them, on a structure made of two Roombots modules. We ran dedicated on-line locomotion parameter optimizations for six different configurations and evaluated their performance for different stiffness values. Hypothesis 1 was confirmed for both types of compliant elements, with a peak of performance for an optimal level of compliance. The variety of locomotion strategies obtained for the different structures confirms hypothesis 2. Hypothesis 3 was only partially confirmed.