Yes, wind might be an issue for miniture zepplins, though I wonder whether there might be ways to mitigate the effect of wind. It's not like they'd be flying very high.
Regarding robots on segways, the robots would not be on the segways; they'd be self-balancing robots of approximately human dimension with a rack for carrying parcels. You wouldn't be able to easily ride one, and stealing one could be made quite difficult. For instance, you could have the robot automatically phone home along with it's current GPS position when it detects itself being "kidnapped". Or you could program it to emit an extremely loud siren. Or fry its own circuits so that it's useless to the criminals. Or snap photographs of the perps and email them to a remote location.
Regarding robots on segways, the robots would not be on the segways; they'd be self-balancing robots of approximately human dimension with a rack for carrying parcels. You wouldn't be able to easily ride one, and stealing one could be made quite difficult. For instance, you could have the robot automatically phone home along with it's current GPS position when it detects itself being "kidnapped". Or you could program it to emit an extremely loud siren. Or fry its own circuits so that it's useless to the criminals. Or snap photographs of the perps and email them to a remote location.