Well,, lets just say that if you want to keep your shins in a good shape and not sore and red... Wear the shin pads. Some random guy can kick your shin or the ball could be kicked at a great force and you could be deaply hurt. So please use you shin pads.
Hope this helps,,
xx
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It depends on the sport, but for e.g. football (soccer) or hockey, usually from just above the ankle to just below the knee. Some also have ankle support.