so your saying my approach should be to program the robot in C++ (cause I can only use that anyways)
and that connects to its own server.
No. The Arduino must BE a server in order for clients to send it information. Think of it as clients GETting the Arduino to GET moving, GET stopped, GET turning left, GET turning right, etc.
The Arduino would then simply server up a page that says "The GUI is over there" in a way (using href) that the client understands to mean "Go fetch another page from another server".
then I build a Link between the two in order for communication between the two servers (I hope I'm reading you right)
No, you didn't read that right. I think you have a lot to learn about how client/server communication works before you will be successful on this project.
Start with creating a page on one server that is static. It does nothing but display an image from another server. Get a client on the phone, on the PC, and on the tablet to fetch the page from server one that contains the link to the picture on server two.
When you get that to work, then change to image link to a different kind of link, to the GUI code.
When you understand how to do that, then change server one to be the Arduino with Ethernet shield, serving the page that links the picture on server two. When you get that to work, then change to image link to the GUI link.
When that works, you'll have a much better idea of how to communicate from the phone, PC, and tablet to the Arduino.
Only then should you introduce bluetooth into the picture. Or, a WiFi shield.
Only after you understand what role, if any, bluetooth is going to play. My personal opinion is going to be that bluetooth will not work for a robot because of its extremely short range. Think about what bluetooth was invented for - wireless mice, keyboards, headsets, etc. How far from the PC is a wireless mouse useful? Can you see what the mouse is doing if you take it 10 feet from the PC? How about a hundred feet? Does a headset need to operate 100 feet from the phone? How would you dial a number from that far away?
Bluetooth is meant for very short ranges. Most devices are class A, with a range of 10 meters or less. Is a robot that can't get that far away going to be useful? Maybe. Fun? No.
What is your robot to do? That would have a lot to do with how far from the device on the other end of the wireless (bluetooth/Wifi/XBee) connection you would want the robot to be able to go. The availability of a suitable host, range, volume of data, and risk of connection loss will have a lot to do with deciding on what wireless system you choose.