Skill Challenges, as written, are based on a single mechanic: Roll X successes before 3 failures. I think that's an ok system for modeling a few situations, but not most of them. I'd like to present a few other mechanical systems that can be used for different situations that would otherwise be covered by skill challenges. I have a few goals for these systems, that I feel skill challenges currently don't succeed at:
1) Like combat, any action or participation by a player should almost always be more helpful than standing there doing nothing. A player should not feel like he needs to opt out of a situation because he's worried he'll roll the third failure and ruin everything for everyone. Actions should strive to be "Succeed, and you help a lot; fail, and you help a little (or at least don't hurt)"
2) Try to use small, interchangable parts that can be put together to create different situations. Like monsters. A book of monsters is useful because you can mix and match them to create different encounters. Most skill challenges, though, can't really be picked apart since they're too specific to a certain situation.
3) Create rules that are structured enough to have a mechanically interesting mini-game, but open enough to allow player improvisation.
Anyway, enough explaining... here's an example.
The Chase
The PC's are being chased by the guards through a city. Their goal is to evade the guards or reach the exit without getting captured. This system could also be used to represent a race through a dungeon, chasing down a thief, or finding the temple in the jungle before the priestess dies.
DC's - Write down the three DC's (Hard, Moderate, Easy) from p 42 correpsonding to the party's level, tweaked up or down a bit if you want. Write them in the open if you want the players to know them or hide them if you feel that's better.
The Axis
Draw a horizontal line on the battlegrid. The length of the line determines the length of the situation. In this case, it will be 16 squares. Place a mini representing the guards on the first square of the line. Draw a big gold star or something similarly inspiring on the last square of the line. This is the goal (the party's wagon outside the city). Place the PC's in a vertical column across the line, 3 squares away from the guard. These are their starting positions, representing the lead the players have over the guards at the beginning of the challenge. The players are three steps ahead of the guards.
Location Cards
I like to use actual index cards shuffled and drawn randomly, but you can also plan out the order beforehand and print all the locations out together. Each location card represents an interesting location that the PC's have to make a decision in. Each card contains the following information: Title and brief description, the number of steps to cross the location, and a list of expected actions. The actions contain a brief description, and a list of potential skills followed by 4 outcomes - obtained by beating the Hard DC, the Moderate DC, the Low DC, or failing (rolling below the Low DC). The outcomes are usually moving the mini's a certain number of steps forwards or backwards along the Axis. At the end are some notes on other options the PC's might have, which would generally call for an improvised roll or decision.
Here's an example:
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Crowded Street (3 steps)
You turn the corner and find yourself in a crowd of people. A wagon of fruit is overturned in the road ahead and a group of gnomes are angrily kicking a confused looking dragonborn. A very drunk dwarf is yelling obscenities at no one in particular. You'll need to make your way through the throng to get to where you're going.
- Shove your way through the crowd (Athletics [PC +2/+1/-1/-1] You might get a punch in the face for shoving the wrong person...)
- Weave your way through the crowd (Acrobatics [PC +2/+1/+1/+1])
- Intimidate/Shout Fire (Only allowed once, Intimidate or Bluff [PC +1*/+1*/0/0]. *Allies all get a +2 on their next roll. Panicked people scramble out of your path, making it easier for all of you.)
- Blend in with the crowd (Only allowed once, Bluff Group Check [Guards -2/-2/-1/0]
Other Options: Teleport, Flight, powers with large Shifts, Thunderwave everybody?
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When you draw the card, look at the number of Steps, and place a mark on the line that many squares away from the PC's. When they cross that mark, they've moved out of this location. Describe the location to the players and give them hints as to the possible options they have. In addition, you may want to draw the next two location cards, representing a choice of two exits that the PC's can head towards, and briefly describe those. Then, each player gets to take one action (in initiative order, or whatever order they like, as long as everyone gets a chance). When the player decides what to do, they usually roll a skill check, and based on the highest DC they beat, they move their mini or whichever mini is affected the associated number of steps forwards or backwards. If something is a Group Check, then all the players have to agree to do it and it uses all their turns. They all roll, and whichever DC got the most hits is the outcome (on a tie, choose the higher outcome). If a player chooses to do something not on the card, improvise using the DC's and decide how it affects the minis on the axis.
There should almost always be an option available to anyone that will allow them to pull a lagging ally one square forward. This could be a universal option that either doesn't require a roll or only requires a Low DC. In this case, it could be reaching back to grab your friend and pulling them through whatever obstacle they're facing. Make sure the players are aware of this option, so someone doesn't get stuck and abandoned.
After all the players take their turn, the guard mini moves one square forward. Then it's the players' turn again.
When the players cross the boundary of the current location, they should sometimes have the option of choosing between two new locations. You could describe these briefly and then describe them more closely once a path is chosen. Usually the PC's won't want to split up, but if they do, you can split the Axis into two parts and group the PC's accordingly. The length of the axes is always the same, and the guards are generally assumed to be moving down all axes each turn. (If they can't find you, they'll split up too and search the city).
For example, there are two options for exiting the Crowded Street: the Dark Alley or The Rooftops. While still in the Crowded Street, you could tell the PC's they see a ladder leading up to a roof overhead and a shadowy alley off to the side.
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Dark Alley (2 steps)
Rats scurry about in this darkened alley. Overhanging balconies cast shadows across the ground, and the glowing eyes of an alley cat stare out at you from within an overturned crate. Some foul smelling barrels are stacked precariously against a wall. This probably isn't the most popular spot in town.
- Hide to throw off the guards (Only allowed once, Stealth Group Check: [Guards -2/-2/-1/-1])
- Run down the alley (Athletics or Endurance [PC: +2/+1/+1/+1])
- Knock over the barrels to create an obstruction (Only allowed once, Thievery or Athletics: [Guards -1*/-1*/-1/-1] *The PC did it so quickly that they can take another action this turn.)
Other Options: Concealment powers, leaving a trap?
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The Rooftops (2 steps)
You hop from rooftop to rooftop, trying your best not to look down. You see a wide gap up ahead that looks like a pretty difficult jump, with a thin clothing line stretched across from one side to the other. Further out to your side, you see a series of lower roofs that suggest a slower but less dangerous path, perhaps designed for those who tend to prefer discretion to valor.
- Jump across the gap (Once each, Athletics: [PC +2/-1/-1/-1])
- Walk across the tightrope (Once each, Acrobatics: [PC +2/-1/-1/-1])
- Take the easier route, or keep moving if you fell (Athletics, Acrobatics, or Endurance: [PC +1/+1/0/0])
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You keep going with the cards until all the players either reach the end of the Axis (they escape on their horses and ride off), they manage to put 6 squares of distance between all of them and the guards (they evaded pursuit and are hiding out in the city), or the guards land on one of the PC's squares (they got captured).
Questions, comments, criticisms? Or post your own location card? 
