I just got an email from my mother that clarified something. Apparently the reason I called them "walking beans" when I was little was that the actual name of a part of the pump is walking beam! So, as a tiny tot, I must have asked what those things were and when I was told that they were walking beams I heard walking beans. I don't remember this, I just remember being adamant that they were called Walking Beans.
Looking on Wikipedia, I see that most people refer to these creatures as Pump Jacks. I like the name Walking Bean better.