There are a few skate parks in Seoul. One is at Yongsan Garrison, but you need to be US military (or a guest) to go there. Another is in Hangang Park near Yeouido Park (but it is closed in the summer, I think, as the area is usually a massive swimming/wading pool in the hot months) and another is in Hangang Park near World Cup Stadium (but it is full of little kids and pretty elementary).
The best I've seen is at Olympic Park. It's pretty new and has all the bells and whistles. (Also, since it's new and out of the way it's pretty empty!)
It's located near the tennis courts close to the South entrance to the park (across the street from the Olympic Plaza shopping area).
It has bowls, ramps and railings of various degrees and altitudes.
Inline skating (as it's called here, easier to pronounce than rollerblading) is a big fad here. One of the best places for it is Hangang Park (on the Han River). Both sides of the river are lined with cycling, inline and walking/running paths (sometimes all in one!) and it can get pretty busy (including the delivery motorcycles that putter up and down the river) but it's a blast.
My route is from Yeouido Park (taking a tunnel under the street--careful it slopes down to Hangang) to Hangang Park then either all the way down to Olympic Bridge (Olympic Daegyo) which is like 20km/2 hours away and back or to World Cup Stadium which is on the North side of the River, so you need to go up/down about 50 stairs and cross a bridge. (World Cup route is about 40 mins each way for me...at a good speed.)
Just bring money, there are numerous stores selling food, candy and drinks along the way.
Equipment You can rent blades (as well as bikes) at Yeouido Park. Cost is just 3,000 won (USD 2.5) an hour. Buying equipment in Seoul is about the same as at home (USD 100-300 depending on your preference) and there are many places to get them (Lotte Mart, LG Mart, dedicated sports stores).