Skill challenges are fun, and DMing is fun. By the transitive property, we can logically assume that creating skill challenges = fun fun. What I propose is this: let's make a bit of a game out of it.

(It's all fun and games until some poor sap ruins it for everyone else, so there's a couple small rules to keep things going.)

• Each challenge must combine 4-5 skills picked at random from the skills in D&D 4th Edition.
• Before you create a skill challenge challenge, challenge, you should fill one out so people's ideas don't get lost in the shuffle.

See? Told you they were small.

To get things going, I'll put a challenge forward: Streetwise, Athletics, Arcana, Diplomacy, and Heal.

Do you have to use them all, or is it that you can use either one of them?
If it's the either one:
To gain entrance to an arcaneum. You could either use Streetwise to ask others about answers for the entrance exam, athletics to run past the guards, arcana to know all the answers yourself, Diplomacy to talk to the guards about your great need to get in, and heal to heal a wizard who got sick off the food in the inn, who will then gratefully let you in.

Thievery, Nature, Perception, Insight.

It should use all of them. For example, the challenge someone made for the combination I gave at the forum I lovingly borrowed this game from was something like this:

The party is sent to a village run by a tyrannical company to get a dossier from a mole containing proof of the thane's corruption. Upon arriving in a back alleyway, they're shocked to find that their contact is dead and the guards are fast approaching.

If they fail to determine the cause of death before fleeing, the guards remove the body and cover up the crime, leading to a dead end. If the guards catch up to the party before they discover the cause of death, the party is forced to either be arrested and jailed as murderers, leading to a dead end or to leave without evidence, also creating a dead end. On a medium DC Heal check, they discover the wounds are magical in nature and afterwards, on a medium-hard DC Arcana check, the magic-user determines what spell was used, and that it could only be the handiwork of the General's wizardry advisor.

Afterwards, if they choose to outright run from the guards, they must collectively pass 2 separate easy DC (or medium if the party will undoubtedly pass an easy DC) Athletics checks before the guards do, first to outrun them, and second to leave the village without being spotted. If they instead decide to split up, they must make 1 successful medium Streetwise check each to lose the guards in the huste-and-bustle of the marketplace. If, instead of remaining together, they split up, they each get a +3 to the check and they then leave the village without being spotted. If they resort to Diplomacy, they must pass a hard DC to explain the situation without the guards becoming suspicious.