Hmm...I hadn't thought of that one. I had thought of (or ripped off) the following ideas:
1) Rather than a triangle shape, create a diamond shape with four heads. Make the front and back heads riased a bit more than the ones on the sides so that only three heads contact the ground at any given time. Use a servo to shift a weight to the side that you want to turn. The three heads in contact with the surface (hopefully) will make the bot turn.
2) Four heads in a square pattern, two on the left and two on the right. Two pager motors, one on the right, one on the left. Control the speed of the left/right pager motors to hopefully steer the bot. This came from someone in my last post about bristle bots in the mechanics section of this forum.
3) Use 2, 3, or 4 heads. Affix legs on each side with rubber tips. Control whether they touch the ground via servo (heavy!). Steering similar to steering a sled with your feet down a hill.
Also considering a boost in scale because my circuits are as large as my skill is small. Maybe using hair brushes or hand brooms.