I have just built the GoPiGo and setup the Raspbian for Robots (Jesse 2016.05.16).
I have logged into the system using VNC and successfully setup the Wifi. I am able to get an IP from my local network and ping out.
The problem is that as soon as I reboot, the settings disappear.
I checked the /etc/wpa_supplicant/wpa_supplicant.conf file after I had connected to my network, and the SSID etc of my network appeaered in it. But as soon as I reboot the file resets again.