The Blimpduino kit is a very low cost, open source, autonomous blimp kit. It consists of an Arduino-based blimp controller board with on-board infrared and ultrasonic sensors and an interface for an optional RC mode, a simple gondola with two vectoring (tilting) differential thrusters, and ground-based infrared beacon. Assembly is required, including soldering.
If you want to build the BlimpDuino, the documentation is on the site and pretty good. Printing the build notes out and setting aside a few hours with the soldering iron should have you in pretty good shape.