4E skill challenges are one of those things that works best when you don't put much effort and enforcement into it. I think people were so used to treating things as strict structures like classic D&D combat rules that they forget that you can have "fuzzy" action going on as well.
In my experience, the best skill challenges are those the PLAYERS come up with, and which the DM adjusts to on the fly, rather than a rigid set of actions and consequences which often will not fit what the players are doing. Setting the DCs for different actions (with adjustment for creativity) and the general "X successes before Y failures" in your head as the DM, but then reacting to the narrative instead of just the rolls, makes for some amazing stuff.
well put. I ran a 2 year long 4e campaign and didn't use many skill challenges of my own creation. One was from a published adventure that went okay, but the one I created on the fly that I remember worked out well - the players were trying to chase a messenger raven through the streets to find its destination, so I had them making perception rolls to keep the raven in sight, athletics or acrobatics checks to avoid people in the streets of the city, streetwise to find a shortcut through an alleyway, insight to guess if it flies straight or turns, and maybe one or two others.
(You fail your acrobatics check - "As you strain your eyes to see the raven and also follow the speedy Elthan (fellow PC with a speed of 7), you plow right into an apple vendor dragging his cart into the street, you fall to the ground, half covered in apples..." and then the PC behind him makes his acrobatics check, "And, you leap gracefully over the cart where the fallen Lucien is getting an earful from the apple vendor.")
But, the other skill challenges were put together by the players, or else I handled diplomacy with a single roll or two, like back in 2e or 3e/3.5e days.