A mobile agent (robot), modeled as a finite automaton, has to visit all nodes of a regular graph. How does the memory size of the agent (the number of states of the automaton) influence its exploration capability? In particular, does every increase of the memory size enable an agent to explore more graphs? We give a partial answer to this problem by showing that a strict gain of the exploration power can be obtained by a polynomial increase of the number of states. We also show that, for automata with few states, the increase of memory by even one state results in the capability of exploring more graphs.