Why do some helicopters have wheels instead of skids?
AOPA has a nice little blog post on the matter


  Skid landing gear is simple and lighter weight, so it is the best
  choice for small helicopters as weight is always a consideration.
  Also, skid landing gear needs very little maintenance, but the
  drawback is that ground handling is more difficult.


And for wheels 


  On larger more powerful twin-engine helicopters weight is not as big
  of a concern and retractable wheels make sense. Wheels are nice
  because a helicopter can ground taxi (as opposed to hover taxi) around
  other aircraft and people without worrying about producing a high
  downwash. Retracting the gear also reduces drag, allowing for a higher
  cruise speed.


So skids are light and simple and wheels are convenient when you have the useful load and space. 

This article also notes thats skids are preferred when parking on an non-level surface 
to prevent accidental rolling around and or sliding off the deck of a carrier. 

This article offers more info from the pilots perspective but comes to basically the same conclusions.

The answer seems to be that they are chosen based on the mission profile of the helicopter as well as the size to some extent.