For your maze, you should have completely solid walls where no light passes through them what-so-ever. The higher the walls, the better. I think wood will do.
Next, you should get four CDS cells (a unit that changes resistance depending on brightness), one for all four directions.
Then get 4 super-bright LED's, (4000MCD brightness or higher) and I say LED's over lamps because they dont consume as much power.
Pair each cell with an LED. have the LED partially face the CDS cell. What you want to see happen is that when an LED and a CDS cell almost makes it to the wall, the light from the LED does not reach the CDS cell the same and therefore, tells the robot "this part is blocked off".
You need to have the maze simple without any intersections.