A reader named Jake M. from Florida noticed my irritation in my shoe reviews, and sent in two possible solutions. One is to replace them with hiking boot shoe laces. These won't look very cool, but they should last a lot longer - just make sure you only use them in shoes with metal lace eyelets!
His second piece of advice is a little more creative - glue your laces. Your laces don't just snap in one trick - it takes a couple of tricks to wear them all the way to the breaking point. So, once you notice the fraying, put a heavy coat of glue on the affected area. Plain old Elmer's glue should work fine (try the gel, if you want to be picky). However, just be careful to not glue your laces to your shoe!
You could also use Shoe Goo for the same purpose, but glue works a little easier on laces. If you have other ripped or torn areas on your shoes, Shoe Goo is a great way to go!
There are skate companies trying to solve this problem, too. Many styles of skate shoes come with a protective flap that you can choose to not put your laces through, and it will then help guard your laces. I like shoes with these protective flaps a lot.
Another company has developed clips that you can snap over your laces. They're called Flauge ELTZ. These will protect your laces, and then you only need to replace the clips, and it'll take them a long time to wear out.
If you have any other ideas or tools to protect your skate shoe laces, let me know!