Legged robots have been highlighted as promising mobile platforms for disaster response and rescue scenarios because of their rough terrain locomotion capability. In cluttered environments, small robots are desirable as they can maneuver through small gaps, narrow paths, or tunnels. However small robots have their own set of difficulties such as limited space for sensors, limited obstacle clearance, and scaled-down walking speed. In this paper, we extensively address these difficulties via effective sensor integration and exploitation of dynamic locomotion and jumping. We integrate two Intel RealSense sensors into the MIT Mini-Cheetah, a 0.3 m tall, 9 kg quadruped robot. Simple and effective filtering and evaluation algorithms are used for foothold adjustment and obstacle avoidance. We showcase the exploration of highly irregular terrain using dynamic trotting and jumping with the small-scale, fully sensorized Mini-Cheetah quadruped robot.