At least with Segway you know where they've come from. Ensure the owner gets an official reminder that it's illegal to take them on the beach, then whenever anyone is caught simply nail the business owner. He'll soon start advising his customers to use the road!
But I also like Amanda's more direct approach.
How well would a pogo stick do in soft sand? I should think you'd get stuck very early on. Come too that, I doubt if a Segway will survive long with sand and salt around its bearings.