In "real" or "traditional" D&D, beyond a certain level, everything could be done using magic and skills become meaningless. Having Arcana in every skill challenge is repetitive. Find something else.
Multi-phase challenge I like multi-phase challenge. It is when the party start a skill challenge doing one thing, but after a certain number of successes, the situation changes and new avenues open up for the PCs. So the PCs start by attempting to enter a close city (phase 1, Athletics, Stealth). But as soon as they get in, they are pursued by the guards (phase 2, Endurance, Stealth, Streetwise).
Evolving challenge The evolving challenge has similarities to the Multi-phase but is a challenge where the PCs, by getting certain successes get a chance to gather more of them through some avenue that was not open before. The PCs are looking for a man in a town. A PC succeeds at a History check and recalls that there used to be a powerful cult in the area. The PCs could try to investigate that avenue (with a series of unique skills), or they can continue searching using the means they had before.
In the end, the PCs have to accumulate the same number of successes, but where they gather those successes will vary from party to party. The end result is the same, but through different paths.
Multi-Scene Challenge this type of challenge presents the PCs with a series of scenes they must complete. It is different from the multi-phase and the evolving challenge. Because here, the location, instead of the situation changes. One good example of this was in Chris Tulach’s preview adventure Escape from Sembia where the players were confronted to a series of locations in town forced to react (at least, that’s how I ran it). Their goal is still the same but they had to run through a market, a section of wall or a sewer, depending on what they did before.
Free-form challenge this is a type of challenge I thought about when faced with investigative challenges that were just tedious and boring, with an endless series of boxed text. What I thought about was to give the DMs a list of skills deemed appropriate for the challenge, a series of X clues (where X was the total number of successes) and 3 false leads, to be given accordingly to the checks. From there, the ball is in the hands of the DM to make the challenge dynamic and fun.
Integrated challenge this type of challenge has the skill challenge as the main component of the encounter and integrates a fight within it. Say a complexity 4 challenge (requiring 10 successes) has a combat with a single monster integrated into it. There are a number of challenges where there is a skill challenge within a combat, and those are often ignored until after the fight, ruining the integration.