In western Canada, where I live, bike helmets are mandatory to use with bikes. They sell them with bikes now. I think it's a good idea, although I have to admit my wife has had to work on me a bit to convince me that I should be wearing a helmet while roller blading, to provide a good example for our kids
I think bike helmets would be good for Segway use as well, and in the end they would protect both the rider and the company's interests, as they would minimize injury from accidents. Admittedly, they tend not be make ya look the coolest !
Seeker