Anyone know of any kits for experimenting and designing pneumatic actuation systems?
-NGM
That would be fun. But no, I think it does not exist.
You can find a lot on Ebay, tubes, connectors, pumps, valves, and so on.
What kind of actuation system did you have in mind ?
Once worked on a parts manipulator in a powder coating application, the whole mechanism was pneumatic, the only electricity in the room was the high voltage electrostatic generator that charged the parts so the powder would stick. It had tiny pneumatic limit switches, motors and actuators connected by teeny 3 mm plastic tubing.
Google "Powder Coating", maybe you can find a lead to suppliers of that stuff.
Good luck.
At one time, Lego used to sell kits for pneumatic experimentation, under their old "Lego Technic" (and even earlier "Expert Builder") lineup. They still sell similar kits and parts for education:
https://shop.education.lego.com/legoed/en-US/search/searchResults.jsp?keywords=pneumatics
...but you may need to be part of an educational institution to purchased them (I didn't look very far - at one time, back in the Lego-Pitsco-Dacta days - normal consumers could buy such parts direct).
Sometimes on Ebay, you may run across parts of older kits, or the kits themselves - but because its Lego - and because those kits are in demand - and because Lego is "collectible" - you'll pay a bit of a price. Lego never has been cheap.
Another option might be to use empty syringes and tubing - though usually it's better to use water as the working fluid in such a hack, because air is compressible and the plunger of a syringe typically has a tight fit and doesn't slide very easily (because it needs the tighter seal for injection of fluids).
If you do a bit of googling, you'll find more than a few people have created their own pneumatic cylinders using PVC and ABS pipe (among other hardware store parts). Note, though, that these should be used with low pressure, since if such a pipe fails, it may eject shrapnel.
Note that a bicycle pump can be turned into a pneumatic cylinder too (you have to take it apart and perform some mods to remove the "valve" action).
It would be great to have a pneumatic kit with a rotary actuator, a couple of different sizes of cylinders, some vacuum grippers, a few solenoid valves, limit switches and an appropriate regulator and filter to plug it into a hardware-store compressor.
Unfortunately, the cost of that list of equipment is several thousand dollars. It's a bit expensive for playing around.
The only way I've found to do it is to do some research, buy what you think you need, then replace a few of those parts with what you actually needed. It's best to trade in the unwanted parts as your next pneumatic project won't want to use the parts that were unsuitable for the first project. It's probably going to use very similar parts to what worked on the first one.
Several thousands dollars ?
Aquarium tubing 4mm/6mm : about a dollar per meter on Ebay.
Air pump : about 5 dollars for a 5V or 12V air pump on Ebay.
10 pieces tubing connectors : 2 dollars on Ebay.
12V solenoid valve on Ebay : 3 dollars
pneumatic actuator : ?
An air pump without inlet can be put inside a box. The outlet of the pump via a tube to the outside, and a hole in the box is the inlet.
I can't find a tiny plastic actuator on Ebay. A Lego actuator is 10 dollars.
For 100 dollars it could be possible to build a pneumatic system.
Hi,
http://www.robotshop.com/en/pneumatics.html
http://www.vexrobotics.com/275-0274.html
Check the robotics parts suppliers.
So must be able to get the bits cheaper elsewhere.
Tom..... 
One issue with pneumatics is that compressed gases have stored energy which can be dangerous if there are malfunctions and such. I the past I've looked at modifying schrader valves to make inexpensive pneumatic control valves.
With the things from Ebay I was talking about, that is about 2 bar. Not industrial or workshop air pressures !
Are we building Lego toys or are we building heavyweight battle robots? The OP wasn't clear.