This is a tricky one but each individual must tread carefully. The general recommendation if you are not an athlete is that you do exactly as you are doing, working out on alternate days to attack various muscles and give them time to recover. However, anyone can do 2 or 3 a-days as long as they are not pushing themselves into dangerous territory.
You should make sure you've gotten checked out by a physician before combining 2 or more a-days and then make sure that you're working with a true fitness professional with a college education related to the human body, physical fitness, etc., not someone with a quickie internet/mail course to get a certification. True fitness pro's can be expensive but at the very least get just 2 - 5 sessions to make sure you've got the proper form, understand your limits, get sample workouts, etc.
I figure skate and on some days combine all three, skating, cardio and strength training/weight lifting. Other days I may spend a lot more time skating and stretching. No matter what I do I prefer to space my efforts out over the entire day so that I work out multiple times. However, I've seen some other athletes who prefer to do strength training/weight lifting and then cardio, sometimes immediately after.
I just don't think that would be a good thing for me personally because I'm not a kid anymore, I have a life and it's easier for me to schedule 2 or 3 workouts separately. Sometimes it's pretty time consuming but I have to say I do feel great and skate well and remain injury free. I say all this to say that you have to do what works for you, invest some money and effort and you will find what makes you feel great.