Not strictly what we usually call a Unicycle but whilst browsing http://www.hackaday.com I came across an awesome homemade self-balancing skateboard.
It balances on a single wheel using Segway / Eunicycle style control electronics. It steers by leaning, similar to a snowboard or a skateboard. How cool is that?
There’s a cool YouTube vid linked from the guy’s page, as well as some details of how he built it.