I would say that most published skill challenges, and certainly all of the early WotC ones, suffered from a lack of conflict. My thinking is similar to pemerton's in that there needs to be stuff happening in the challenge that interacts with and informs the players' decisions. Obstacles. Complications. Developments. Danger! Otherwise you might as well not bother. If the SC is just roll some dice until you succeed or fail - and this was what most of the example SC in the DMG1 were - it's going to be boring.
The "travel from point A to B, and if you fail, you fight a combat that's worth more XP than the SC was, but still get there" is a depressingly common example of that.
The "travel from point A to B, and if you fail, you fight a combat that's worth more XP than the SC was, but still get there" is a depressingly common example of that.