here's my experience:
Victoria Park : too crowded, too short
Happy Valley racecourse : technically illegal
Bowen Road: the path that can be skated on is too short
Discovery Bay: tried it once on a Saturday... not advisable, too much traffic (they have extra bus services during weekends). if you're skating along the main road, some of the slopes can be daunting.
Tai Wai to Tai Po Market KCR stations: some portions can be bumpy, but generally OK. unless you fancy skating through pedestrians, cyclists, a busy traffic junction and occasional water hoses laid across the path, i suggest you consider beginning somewhere near the last bicycle rental shop, if you're skating in the direction from Tai Wai to Tai Po.
if anyone else has discovered other "green pastures" for skating in HK, do share!