Leaving magic completely aside for the moment, Toady has said (and I'm in agreement) that he wants to avoid DF having a "steampunk" feel, so we almost certainly won't have robots walking around & performing meaningful tasks. But considering dwarves' mechanical inclinations, I too have supported the idea of high-level Mechanics producing luxury goods like Automata--provided that these automatons are limited to the same sorts of capabilities that were shown by those made in real medieval Earth history. There are descriptions of wall-mounted human-like automata that open up their bellies to serve food & drink that was loaded into them by servants working on the other side of the wall . . . or hand-washing assistants that pour a set amount of warm water, then hand you the soap, then accept the soap back, & pour some more water. I can also see "robotic" Pump Operators, which are really just humanoid figures attached to pumps that were already operating under external power, the automata are just there for show. In each of these cases, the automaton would be classed as furniture, not a creature.
Now, mechanical miners . . . humanoid robots performing this task would be out, but the idea of some kind of tunneling machine might be plausible--IF there was a way to provide power to a moving target that didn't involve some kind of steam or internal combustion engine, which Toady has specifically mentioned that he's against.