In this article we describe a methodology for evolving neurocontrollers of autonomous mobile robots without human intervention. The presentation, which spans from technological and methodological issues to several experimental results on evolution of physical mobile robots, covers both previous and recent work in the attempt to provide a unified picture within which the reader can compare the effects of systematic variations on the experimental settings. After describing some key principles for building mobile robots and tools suitable for experiments in adaptive robotics, we give an overview of different approaches to evolutionary robotics and present our methodology. We start reviewing two basic experiments showing that different environments can shape very different behaviours and neural mechanisms under very similar selection criteria. We then address the issue of incremental evolution in two different experiments from the perspective of changing environments and robot morphologies. Finally, we investigate the possibility of evolving plastic neurocontrollers and analyse an evolved neurocontroller that relies on fast and continuously changing synapses characterized by dynamic stability. We conclude by reviewing the implications of this methodology for engineering, biology, cognitive science and artificial life, and point at future directions of research.