All the board sports, I mention, including the One Wheel, have braking.

Skateboarding: your feet or power slides are your brakes. I guess your tail too, if you don't mind it splintering away.

Snowboarding: your edges.

Surfing: not really applicable, though you can stall by putting all your weight on the tail.

One Wheel: leaning back.

In my experience, the One Wheel is as effective at stopping quickly, or even more so, than skateboarding or snowboarding.