Why do Daleks from Doctor Who never upgrade or do something to their arsenal? At least add a weapon or something. See here, they are getting bigger and more colourful, but they don't add defences or anything!
It's fundamental to the Dalek world view that Daleks are perfect. There is no need to upgrade themselves, as they are already as good as they can be.
That said, of course they have upgraded. The old Daleks could not levitate - the Doctor frequently used to escape just by climbing some rocks or stairs. The new ones seem quite happy to float anywhere at all.
What are you talking about? The Daleks have been upgraded every time there was a bump in the effects budget, or when certain effects got cheaper.
With the advent of cheap CGI there's almost nothing that Daleks can't do now. The current generation fly, their defense sheilds are pretty effective (at least against anything we mere humans can throw at them), their beam weapons are fairly nasty, and their plunger hands are extremely flexible and dextrous.
They have been shown to upgrade repeatedly. The original Daleks, shown in Genesis of the Daleks, had a Mark III Travel Unit, with no significant difference between Daleks. Later (from the Dalek's perspective, earlier from the Doctor's perspective) Dalek units differentiate into specialized units for research, strategy, navigation, and leadership. An excellent example of this is the Emperor Dalek in the Second Doctor episode Evil of the Daleks. By the Time War, they have developed improved materials, weaponry, and design - the "brass" or "gold" Daleks we see most often in the new series. We also see in Day of the Doctor and Time of the Doctor that they used additional weapons platforms and modified Dalek forms for their assault.
Early on, the power supply was shown to improve as well. Starting with static electricity provided through the floors, then a radar-dish like receiver, then solar panels, then mention of internal energy sources that have moved into the realm of throwaway technobabble lines. It is difficult to follow the progression from their creation to their early appearances, because the first several cases progressed from The Daleks in 1963 where the Daleks did not believe in life from beyond Skaro, then Genesis of the Daleks changed history so that the Daleks had always known of the Doctor.
Through the series, there have been many non-visual upgrades. Weapons and shield improvements that are mentioned or demonstrated, but not obvious, greater mastery of time travel, greater mastery of biological weapons and strategy improvements. What once took a Special Weapons Dalek is now beneath the level of "maximum extermination" that drones are capable of.
Most importantly, they are able to combat Time Lord technology. Where early on, the Doctor merely had to get to his TARDIS to escape, the Daleks later could divert its course, and more recently utilized a chronon loop to stop it entirely. Where it was once invulnerable (except to overgrown snails), the Daleks were able to easily disable it and all indications were that the method they were using to destroy it would have been successful if not for the metacrisis Doctor and the Doctor-Donna. Where they were once helplessly scooped up by ancient Time Lord devices, the Cult of Skaro could temporally shift without external devices.
The Dalek ability to adapt quickly and either develop their own or reverse engineer technology to become an even worse threat has been a major theme. This began with The Chase, when they reverse engineered time travel and dimensional transcendence technology from observing the Time Lords. In the new series, they outmatch the Time Lords who were once the greatest power in all of time and space.