I went everywhere in college for quite some time on skates. They did require more frequent maintenance than my bike when I biked around (I'd have to take the bearings out and soak 'em in oil every so often due to getting sand/water in them, compared to oiling the chain on the bike every once in a blue moon). I wore them into most places and don't recall getting kicked out of anywhere. A couple places I'd take 'em off to go into, but if you have the ratchet/strap style rather than laces, off/on is pretty quick. Comparable to locking your bike I'd say.

One downside that's only been lightly touched on is the carrying capacity. I used to carry my groceries for the week on the handlebars of my bike... carrying them in your hands while skating is not as much fun.

Skates aren't super expensive though (compared to bikes anyway) so you can always get both. Even buying a nice pair of skates and a nice bike is still less expensive than getting a cheap car.