You don't want to wear ankle weights all day. Use them while working out controlled motions (body weight lunging, calf raising, knee-ups), then remove them. Never for everyday walking, running, and especially not kicking.
I have a couple of different pairs. I have a reebok gel 2.5 pair and a maybe 5 or 8 lb sand bag one. The gel on is too light and the sandbag one is leaking. I believe I bought my reebok ones at Big 5 (a sporting good store). The sandbag ones I found at a yard sale. Look for some on Ebay or something.