You have to tailor "challenging" to the reality of your own campaign. Nonetheless, people with 15 dice in their pool are supposed to be quite rare in SR4 (the mechanics don't allow you to get many more than that), so if your players have reached such exalted heights, make sure you give them appropriate (high but not absurdly so) thresholds for tasks that would be quite extraordinary for any normal person (with appropriate skill, without using edge) to pull off.
In particular, you should keep track of what the probability of getting a certain number of successes is at various numbers of pool dice (with just a straight roll, not counting edge or anything):
Chance of getting at least N successes
successes
pool 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
1 33% 0%
2 56% 11%
3 70% 26% 4%
4 80% 41% 11% 1%
5 87% 54% 21% 5% .4%
6 91% 65% 32% 10% 2% .1%
7 94% 74% 43% 17% 5% .7%
8 96% 81% 53% 26% 9% 2% .3%
9 97% 86% 62% 35% 14% 4% 1% .1%
10 98% 90% 70% 44% 21% 8% 2% .3%
11 99% 92% 77% 53% 29% 12% 4% 1% .1%
12 99% 95% 82% 61% 37% 18% 7% 2% .4%
13 99% 96% 86% 68% 45% 24% 10% 3% 1% .2%
14 100% 97% 89% 74% 52% 31% 15% 6% 2% .4% .1%
15 100% 98% 92% 79% 60% 38% 20% 9% 3% 1% .2%
16 100% 99% 94% 83% 66% 45% 26% 13% 5% 2% .4% .1%
17 100% 99% 96% 87% 72% 52% 33% 17% 8% 3% 1% .2%
18 100% 99% 97% 90% 77% 59% 39% 22% 11% 4% 2% .4% .1%
The way I'd use a table like this for most actions is decide how much of a chance an "ordinary" expert might have at a task like this (such expert probably having 8-10 dice from skill+attribute). For example, I might decide that the expert has at best a 1 in 10 chance, so the threshold should be 5 (9% chance for an expert with 8 dice to get that many). Now Mr. my-pool-is-15 has a 60% chance of pulling it off. Well--fair enough, he's just that good.
But you can also use the table to pick something which is genuinely challenging without making it impossible (e.g. something that they can fairly likely achieve with edge, but not without it). Say you now require 8 successes--poor Mr. 15-pool only has a 9% chance of getting at least 8. But with a reroll from edge, he'll now have a much better shot at it (more like 66%, in fact).