Saw someone doing it last weekend and it looked really fun. I've actually never ice-skated in my life, but I do quite a bit of inline skating in the summer. I don't much fancy skating on a rink, but the idea of gliding off any-which-way across the sea is rather attractive.
There seem to be two schools of thought. This bloke reckons that the skates with heels not fixed (like XC skis) are best, and uses poles:
http://lipas.uwasa.fi/~ts/info/timonice.html
But this guy seems to think the fixed heel skates are safer, and doesn't use poles.
http://xray.bmc.uu.se/markh/skating/skating.html
Coming from a vaguely freestyle (or at least non-nordic) inline roller skating backround the idea of poles really doesn't appeal, and neither does having the heels not fixed. I was always taught that you should push through the heels when skating and I didn't get on too well with skate style XC skiing when I tried it once. So I'm thinking that different people will have different opinions but that with my background I'd be better off with the fixed style....

Although given that the ice seems to be melting now this may be a next year thing...