Didn't you ever read
MAD Magazine's "Snappy Answers to Stupid Questions"? You just need to arm yourself with a couple or three so that when the occasion presents itself again (oh, and you know it will), you will be ready. Something like:
"Well, no - - I actually only ride unicycles. I'm saving up to buy two wheels next time."
or
"Only on the days I'm not bungee jumping."
Of course, it is tempting to get really flip and sarcastic as your imagination will let you

. Then again, if you're not too harsh, I'll bet most people would take it in the spirit it's given and realize on their own what a foolish question it was to begin with.