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Actuation systems for few cubic millimeter sized mobile autonomous robots are subject to severe constraints in terms of e.g. size, fabrication or power consumption. Also the onboard electronics has limited performance due to both size and power restrictions, so actuation voltages, currents and frequency should be minimized. Various principles of electrical to mechanical energy conversion will be presented (piezoelectric, polymer, electrostatic) and their performances compared considering the above mentioned constraints. For propulsion, a further mechanical to mechanical conversion is necessary to allow long strokes. We will compare four principles for this conversion: inertial drives, walking, inch-worm and propulsion based on asymmetrical friction forces. Solutions where the energy is not onboard but rather scavenged in the environment are also reviewed. These solutions try to circumvent the energy limitations but present some inconveniences, especially when several micro-robots have to be simultaneously steered and/or propelled.