This report proposes a comprehensive strategy for ethical AI and robotics. That is, it proposes, at least in outline, a comprehensive set of methods and procedures for developing, deploying and using AI and robotics systems in a way that adheres to ethical principles. The strategy that we propose addresses all actors in society, particularly developers, deployers, users, regulators and educators. It proposes various methods towards more ethical development and use of AI and robotics, such as methods for incorporating ethical considerations into design and development processes, guidelines for ethical deployment and use of AI and robotics systems, standards and certification, governmental policies and regulations, and education and training programs. Within this general strategy, we pay particular attention to methods and procedures for ethical research and innovation (R&I) in AI and robotics. We propose an approach to Ethics by Design, which is the systematic inclusion of ethical guidelines, recommendations and considerations into design and development processes. We propose both a generic approach to Ethics by Design, and specific approaches within the framework of three popular development methodologies: CRISP-DM, Agile and V-Model. We conclude this report by looking forward to the steps that still need to be taken to further develop and implement our strategy.