I bought the Pro Fitness ankle weights earlier this year to help strengthen my legs for martial arts training. I bought them for around 7.00 in Argos, and so far they have been great.
They are comfortable to wear, not too tight and have really helped to improve my jogging fitness. I run with them a few days a week and have felt quite a difference since I tend to shuffle when I run, so with the ankle weights I'm required to lift my knees more as otherwise my heels drag on the ground.
I also use them for stretching, especially box splits up the wall, the extra weight helps nicely to have a more effective stretch without being too heavy to pull down and hurt the muscles.
I have used them for leg lift and slow motion exercises for higher and stronger kicks, from side kick to front kick to back kick. I have tried to wear them in actual class, but I didn't trust the velcro not to come flying off when doing fast kicks - so I wouldn't recommend them for actual fast kick exercises, but they are a great way to improve strength in slower, steadier movements. I've not had the same problem when jogging, they feel secure there.