Obvious choices are Barcelona, London, Paris, Berlin. All great cities with a lot to offer on many fronts.
Connaisseur's choices in my experience (easy to get around, lots of things to do & see outside of skating, higher chances of meeting locals, that sort of thing) are Bordeaux, Nantes, Helsinki, Bristol, Glasgow, Manchester, Valencia, Brussels/Luxembourg/Rotterdam, Stuttgart, Malmo/CPH, Prague, Geneva, Lyon, Split, Athens, Thessaloniki. As Sexualhelon said, the further east you go (old Iron Curtain/Warsaw Pact countries), the cheaper they are, along with a glut of Soviet era plazas perfect for skating, akin to Stalin Square in Prague.
Go interrailing for 4 weeks, as you would get to a load of places in a short period of time, then wind up in one of the bigger skate tourist cities, like Barcelona or London, for the remainder.