When I went to London last year, I packed my skates in my carry-on bag and, while they did get commented on when I went through Security in Boston, the TSA inspector let them pass. I put the hard guards on and then covered those with big fluffly soakers that were really hard to get on and off. I figured that would at least slow down anyone who wanted to use them as weapons.
It worked just fine.
But, as has been said, flying within Europe is different and you do have to pack skates in checked baggage. Some places are stricter than others; coming home from Germany through Geneva, when I changed planes in Paris, French security had my checked bags taken to the departure gate and made me identify all the metal items inside from memory and explain where I got them. And explaining why a fat old lady had come by ice skates, a trophy and a couple of medals at a skating competition wasn't easy! The guard seemed determined that I was carrying them for someone else, until I dragged out the competition program and the results sheets and showed him my name! I try not to fly through Paris anymore if I can help it.