Though there not sidewalk legal in NYC there's one guy in my neighborhood who gets around on one pretty well. Unfortunately, one of his joys seems to be getting people to jump out of his way while tooling along the sidewalk.
I don't own one, but have access to them. It is an incredible way to travel. It is very responsive and becomes second nature to ride. They are everywhere at our robotics competitions. You need to learn to ride with pedestration traffic and they need to be aware of you.
Segways are rented by the hour at the St Louis Science Center next to Forest Park, the main city park. You have to take a short course of instruction before "taking the wheel." Even then, riders have to travel with a group on a bike path.
I've read that two firms rent them around St Louis. Will be interesting to see if they're still in business next year.