Here are some thoughts I’d like to share with prospective authors about skill challenge.
If you’ve played LFR, you know there are no consequences to failure. At most a healing surge or having the bad guys not be surprised (but set up and as ready to go as they would be otherwise). Whether you make it or fail, the adventure does not change significantly.
In a home game, a challenge where the PCs are involved in a chase, success and failure dictate the flow of the game. The bad guy gets away, forcing the PCs to undertake a new quest to find them. In LFR, the PCs can take ten days to walk across a village and the bad guy is still hiding in the warehouse after all that time... If all you do is waste some time and get some free xp... great.
Work together: Skills that don’t help directly
The DCs are stupidly low for skill checks. The original targets in the DM were MORE than adequate. DC15 at first level is a decent, if easy, challenge for at least mildly competent adventurers working together. But the "helping each other" quickly turns into a long series of dice rolls.
One way is to provide a series of skills that do not contribute to the overall skill challenge, but that contribute to help the overall result. For example, the PCs are looking for the thieves’ guild. A player could use his thievery skill to see where he might buy thieves tools (and where there’s smoke...). Successful use of thievery would not give a success, but could give the party a bonus on subsequent primary skills. Because they do not give as many benefits, failing on such skills should not be as penalizing.
After X successes on secondary skills, the PCs may gather an automatic success, depending on what they seek to accomplish.
This one I cannot emphasize enough. Although creativity cannot always explain everything (no, not every town has extensive sewers to justify your Dungeoneering or History). A good roll should always help the party in some way (by granting a bonus or closing off some bad avenue of investigation or McGuffin), but should not always grant the PCs a success in the challenge. Use your judgment.
Magic in a Skill Challenge
I remember when they tried to do things like that in 3.5, poor Lenny got pelted with "what a stupid encounter" after a crowd hit by a calm emotions, an Otiluke’s resilient sphere and a wall of force continued to row. It just went against the rules of the game.
Such things in 4e do not exist anymore as most effects go away after a round or two and the rest can be maintained for up to five minutes. Sometimes, the PCs will have a ritual, a power or an item that will further the challenge. I personally limit successes gathered by non-skill usage to one per skill challenge. Why? Because it is a *SKILL* Challenge, not a "look how much crap I’ve stored so far" challenge! So it will work, but the party will have to rely on more than a single source of information to complete the challenge.