I also agree with the theory that the plates were used for display as there seems to be a problem with the theory of the plates being used for regulating body temperature: it would only have worked with Stegosaurs that had large, broad plates. Therefore, Stegosaurs such as Kentrosaurus and Dacentrurus couldn't use their plates as heat exchangers because the plates were too small and narrow. I can imagine the plates being brightly coloured or having patterns like a Peacock's tail, so they were probably used either as part of a threat display to frighten off predators or as a sexual display to attract a mate.
Correct me if I'm wrong, but I've always been taught that the plates weren't attached to the skeleton but were simply embedded in the dinosaur's thick skin.
_______________
The traditional greeting of Dinotopia: "Breathe Deep, Seek Peace"