That's an interesting thought. I'm not sure how I'd handle that either. Like you said the pickup truck is the default answer. I will say in lieu of a truck, I have a hitch on one of my cars and a small flatbed trailer[0]. :/ Mine has boards on the sides and bottom of it so I can haul rock and dirt. But the thought of wheeling a treadmill around is for some reason kind of hilarious. I'd take it to the gas station though to meet someone and use a video to demonstrate it prior.
Worst case, I would probably have it in the garage and they can look at it there. Probably a risk you have to take to have someone cart off a big old treadmill.
One thing I would definitely do is probably sell it fairly cheap. Just to make sure it moves with the 1st person who is interested. Rather than get a bunch of time online and gazers coming over. People are also less likely to complain about something if they get a deal on it too so it's a win/win. Well other than the cash lost but I'd make that deal.
[0]http://www.tractorsupply.com/tsc/product/carry-on-trailer-me...