I bought a pair of gloves by Rollerblade designed for in-line hockey. After I used them about 3 times they pulled open at the seam between the thumb and index finger. The same thing happened to a friend of mine with the same gloves. It seems that gloves designed for in-line hockey just aren't as durable as ice hockey gloves. I even called Rollerblade's 800 number. The guy suggested exchanging them for a different brand of glove. I decided to go with an ice hockey glove.
For elbow pads I suggest any elbow pad with a hard plastic exterior if the surface you play on it very rough. Many ice hockey elbow pads have a leather exterior that makes them more expensive and less durable on rough surfaces.
If you play lacrosse, the equipment works just as well for rollerhockey (except the stick of course 8-). Brine makes good gloves, elbow pads, chest/shoulder pads, etc. Lacrosse in general can be a lot rougher than hockey, so the gear is made to take the punishment. The cost should be comparable, if not cheaper than "real" hockey equipment.