I went through physical therapy for a leg contusion + hematoma, and part of the rehab was ankle weights. I was curious about their use for normal activities, like running, and obviously skating. I was told that you should never use ankle weights for anything except rehab, or stationary movement. Using them otherwise can put unnecessary strain on ligaments and muscles in your legs, and lead to tears, pulling certain extremities and so on. So I advise against using them except for stationary movement. Having resistance for skating is best used with pulling a tire around, a small parachute for wind resistance (Mike Modano uses this I believe), or if you have one, a bungee cord or a harness to strap to your chest or waist area. My very large $0.02.