Hey - in my experience, it takes a significantly larger threat than level N+1 to cause our party to feel like they're in danger of losing a fight.
In the path from L1 to L14, we've had two fights which we lost, and only two more in which we felt we were in serious danger of losing. Our DM routinely throws out N+1 to N+3 as "every day" fights, and it takes something beyond that to really threaten us, especially if we have a significant fraction of our dailies or healing surges available.
One of those highly threatening ones, for example, was an N+6 Solo.
That said, don't feel like you aren't doing your job if they don't feel like they're in danger of losing every time out. The 4e game seems to be much more about "the heroes are heroic, and are expected to fight many fights, and win many of them easily."
That mindset leaves room for the "my god, the dice were against us tonight" fight to lead to a near-TPK but stop short; if you press it up to the point where every fight feels touch and go, the "dice were against us" night can easily lead to a TPK.
From the DM's side of the screen, I've found N+1 to be a reasonable "every encounter" number, with N+2 and N+3 appropriate for named lieutenants, and N+4 to N+5 useful for the "memorable" fights.