Here's how I handle the use of powers in skill challenges.
- If it's an at-will power, I don't let them use it unless they back it with a skill check of some kind.
- If it's an encounter power, I let them use it but they give up that power for the next encounter.
- If it's a daily power, I let them use it but they give up that power for the rest of the day.
In all cases, powers have to make sense in the game. The player has to justify it.
In all cases, they cannot use the same power over and over to rack up successes. The encounter or daily power is used up. If I'm letting them use an at-will, then it's a one-time thing for this skill challenge.
Often, if a power seems particularly apt and the player has justified it well and made it sound cool, I'll let it work without a cost. They don't use up the power for the encounter or day. They still can use it only once in the skill challenge, though.
Your Specific Examples
Let me address each of your examples in your question.
Using Mage Hand (at-will wizard utility power) technically can't manipulate anything over 20 pounds. The easy way out is to say he can't.
But let's say you want to let the player be awesome. It's an at-will power, so using the guidelines above, you don't want just to let it succeed. Two options:
Make it a skill check. Offer the option to use the Mage Hand to spill contents of a cart or move a 20-pound object in the way of the thief to slow him. Make it a Thievery check for the "sleight of hand" required to do this quickly, even with the spell.
Make it an attack. Have the player make a basic melee attack vs. Reflex. If it hits, then the thief trips and is prone. This sets a huge precedent though for future encounters! Either say it's just this one time, or let enemies with Mage Hand trip the PCs, too.
I don't know what this is... couldn't find it in the DDI Compendium, either.
Some non-spell power
Turn it into a skill check or attack roll, if that makes sense.