Running around with a Steadicam is possible, but besides tiring out the operator, it's also hard to get rid of that stomping movement. Roller Blades are clever, but it's not something that will travel through grass or gravel. The more popular solution for fast movements with a Steadicam is the Segway (as seen above). A big issue with a Segway (besides cost) is being able to transport this to your location. It's not something you can just throw in the trunk of your car.
Self Balancing Gryo Stabilized - Solo Wheel
So for those who don't plan on spending serious cash on a Segway, check out the new Solo Wheel. It's a self balancing gyro stabilized electric unicycle-like transport that works much the same as a Segway except it's extremely portable.
It can climb fairly steep grades, hit speeds of 10mph, travel a distance of 15-20 miles, and weighs only about 26lbs. Seems very agile, and it would be very interesting to see some Steadicam footage from something like this, but comes in at an $1800 dollar price tag. You can find some additional information on the product page. (click here for Solo Wheel on eBay)
Solo Wheel Self Balancing Gryo Stabilized Wheel
Also available via Amazon ((click here)