Well, I've played exactly 2 session of 4e now and done a bit of stuff on the gaming forum we're using. So far, it's been a couple of very slow combats - still very much learning the mechanics and have a couple of players who are really not into rules. And, now just completed one skill challenge.
The challenge was very cool. The party had just killed an ogre and his two hobgoblin cohorts that were chucking barrels of burning oil through the town as a group of golinoids raided the town. After the fight, everyone kind of went on their own way to deal with personal character stuff leaving my doppleganger feylock (they don't know he's a doppleganger yet) standing pretty much alone with the dead ogre.
Along comes a guardsman who asks who killed the ogre. Of course, I decide to take all the credit.
This then leads me to ask about these skill challenges I had heard about but never actually done. I asked the DM if I could, in conjuction with my shape changing abilities, do a bit of a tour around the town, extolling the virtues of my character, in a brazen attempt to garner fame and possibly some free room and board and any women of less than virtuous temperment. An easy skill challenge (4 wins over 2 losses) later and I am now being sung about as the sole slayer of the massive ogre and his small army of cohorts.
This was very, very cool. We played out each roll, I built a sort of story around what the dice were telling me and it turned out great. I really can't wait until the next session when the rest of the group finds out what I've done.
So far, I'm pretty impressed with the Skill Challenges.