When I first tried skill challenges I tried to make them the encounter. So I'd put one in and everyone would roll their dice and like you've noticed, it kinda sucks. I mean you have players wouldwho can't help but auto win, you have players ofthat have to sit back and assist (giving a +2 is seldom a very exciting use of your turn) and overall they felt pretty artificial.
One thing I did to make them better was to almost always run them in a combat situation or with significant consequences for failure. The great thing about running SC in combat is you can use them to effectively "lock down" a party member. I'd use an arcana/history challenge to keep the wizard out of a minion heavy fight or keep include an endurance/athletics SC in a fight with a lot of strikers/lurkers to keep the defender busy. The obvious upside of doing it this way it that you never have someone standing around who can't contribute since there is a fight going on.
Skill challenges are, in my opinion, the hardest thing in forthfourth edition to DM correctly.