Since this is an investigative adventure as much as a protection adventure, skill challenges play an integral role in the adventure. The main skill challenge will be, obviously, the investigation itself. Because the skill challenge envelops so much, it will run a bit differently than a standard skill challenge.
This skill challenge will run in the background as the adventure goes on. To keep track of it, I'll have a spoiler box at the bottom of all GM posts (except those in combat) detailing your current progress on the skill challenge. The further into the investigation you get, the more options open up. To start, key skills are Arcana, Nature, and Diplomacy. I'll detail where or how you can use these skills when we reach that point. But this isn't the exhaustive lists! If you think of something else to use, use it and I'll work out how to reward/punish your rolls in it.
Because of the more overarching nature of this skill challenge, there won't be rounds for the rolls. Instead, opportunities to roll will come in the course of the game, either through my efforts or yours. When they come, it will usually be after roleplaying in a scene. I will give bonuses/penalties to rolls based on the roleplay in the scene as a way to encourage more roleplay. I tend to like roleplaying, especially as a GM. I'll give an example.
Let's say Tordek is talking with Old Man River, the resident old-timer with knowledge about the area's history. I've told Tordek that Old Man River may have information that will contribute to the skill challenge, and it takes Diplomacy to get it. If Tordek's player spends a few posts in back-and-forth conversation concerning the Mystical McGuffin, I'll give him a bonus on that eventual Diplomacy roll to get the old man to spill his guts on where the Mystical McGuffin can be found.
Likewise, if you're using Acrobatics to move across the rooftops, detailing your character's path will give you a bonus because you're doing more than just rolling and moving on, you're actually telling the story. Just don't let this become overkill; we really don't need four paragraphs describing how you opened a simple wooden door.
When the rolls come, I'll usually ask for a roll if the situation warrants it. You don't have to wait for me to ask, though. I'm pretty flexible with using rolls and roleplaying together to drive the skill challenge, rather than using the skill challenge to draw out the rolls and roleplaying. If you really knock things out of the park, I've even given auto-successes.
For instance, one party needed to get a family of four out of their house before it was sucked into another dimension, but the family didn't believe that's what would happen and wanted to stay. I'd expected things like Bluff, Diplomacy, or Intimidate here. Instead, the wizard set the house on fire. That was an auto-success on the skill challenge to get them out, as well as a small bonus on Diplomacy ("Well, it's burning down anyway…") and a large bonus on Intimidate ("Did you see what I did there? Would you like me to do it again? Then get moving!").
The main thing that drives my skill challenges is the question, is this fun? If you think of something that works in the context and that's fun, even if it wasn't a method I had expected I'll usually work with it.