When you develop a skill challenge, it shouldn't be a roll-the-dice challenge. This also means that developing a good skill challenge takes probably more time than developing a good dungeon battle. Things that I consider present in good skill challenges:
- Punishment and pleasure. Every action that a character takes should either result in punishment or in pleasure. Pleasure in the sense that something is accomplished; punishment in the sense that they don't get any gold or get hurt (i.e. damage) in the process.
- Avoid the 'convincing' or 'following' syndrome. Somehow many skill challenges I've come across involve either following someone or convincing someone. Other skill challenges are almost always a better choice, because they are original.
- Let the players use their creativity. Also let them use skills they probably wouldn't use in a situation. Actually you could/should make up something they can do with every skill; this is exactly why it takes a long time to develop a good skill challenge. The outcome of the challenge should really depend on what the players want to reach or want to do.
Example: Maybe they receive gold for naming the poacher. The Elven court has a clerk who writes down the amount. You could elaborate on the situation in the court and let someone use Thievery (DC 25) to write a sneaky 1 before the amount, so it reads 1100 GP instead of 100 GP. If it succeeds, hurray. But if it fails the players don't get anything and the court doesn't like you so much anymore (-2 on diplomacy and bluff checks).
He could also distract the clerk (some Arcana niceness; DC 20) and then additionally write down the 1 (Thievery DC 15). If the Arcana fails he burns his hands (1d4 +1 damage), -2 to diplomacy checks and +2 to bluff checks (they think you are insane, but honest). If the Thievery fails, use the punishment as before.
This also doesn't mean the player has to wait a full round to continue. You can just let one player do two checks in one turn (if the first one succeeds); it doesn't really matter. Forcing players to go in order makes it more roll-the-dice.
The example shows how I would develop a skill challenge. I just used Thievery and Arcana, leaving about 15 skills to develop

Players like to use (trained) skills they don't use often. Also failing the Arcana check results in both punishment as well as some pleasure; players like surprises in the results.
At the end it could lead to the following (combination of) results:
- Players get (more) gold
- Players get a guard to go along as protection
- Players have to flee from the elven council, because they stole gold
- Players killed the clerk, because he finds out they took more gold than they should have
- etc.
Still, they leave the council one way or the other (if that is your goal of course) and it shouldn't really matter for the rest of the campaign what the actual results of this skill challenge were (except for some bonuses or penalties to future checks maybe)
Cheers,
R.