You can shake a leg, get moving, break a leg, have a successful stage performance and leg it, run away from something. A taxi might cost you an arm and a leg, in which case you’d be better taking Shanks’ pony (walking).
You’re pulling my leg meaning ‘you’re kidding me’, or ‘you’re taking me for a ride’ was first recorded in print around 1880, but no-one knows the exact origin of the saying to pull someone’s leg. The correct response is ‘Pull the other one, it’s got bells on’, meaning ‘I know you’re taking the mickey, but I’m not that stupid’. Or ‘I’m not as green as I’m cabbage-looking’ or in Glasgow – ‘D’you think I came up the Clyde in a banana boat’. The bells are probably a reference to those on a jester’s costume.
I discovered a new word when I was trying to find the origin of ‘taking the Mickey’ or the more vulgar version ‘taking the piss’. I say ‘trying’ because I failed. There is no consensus on the origin. One possibility, unproven, is that it comes from Cockney rhyming slang: Mickey Bliss meaning piss. But the new word is ‘micturition’ which means ‘urine’.
Now to find a way to work that into a conversation!