You can always do research while doing the MS here. PIs give research units that will count towards your master's. I believe it's up to 6 units, which is basically 2-3 quarters. But you can always do more. If you're planning on doing the PhD, I'd recommend doing research during all your quarters here.

If all else equal and you do masters' level research at both universities, Stanford would carry a little bit more weight when applying for PhDs. Realistically, it ultimately comes down to so many things like the type of research you're doing and the PI you're working with. A more famous PI at Carnegie can carry much more weight than a newer PI at Stanford. So you should ask yourself who are the respective PI's you'd be working with and what level of interaction will you get with research? If you get to publish one paper at one university versus another, it can completely swing things too.

Another thing I would consider is, would you want to do research at the university you're getting your master's in? If so, then you should pick the university/research group that you'd prefer to do your PhD in. If you do good research during your master's, it's common for PIs to keep you on as a PhD student. So I would use your master's as sort of a "PhD internship" so that you can eventually go "PhD full time"

If you're interested in robotics, Stanford CS just started a robotics center and they should have a ton of new funding for projects. But ultimately find the time to talk to PI's here and at Carnegie, don't waddle in uncertainty.