I usually walk or take the subway (Metro), but for those trips where neither one will do, you can use Hypnos.  These are skates designed specifically to be popped off (like ski bindings) when you get to your destination - or more conveniently for me, at spontaneous stopovers in between.  I’ve had transportation like this for over ten years (unfortunately they don’t make ‘Metroblades’ anymore that did the same thing), and really haven’t found any better way to get around AND stay in shape.  Just like the Segway though, don’t let it replace walking!