One of the fundamental design concepts behind skill challenges is that they provide a mechanic for large scale, out of combat encounters. Skill challenges were meant to assist in advancing the story. But the story doesn’t happen in a vacuum. The actions of the PCs should bring about reactions from NPCs or the environment they are in.
This is a problem with many of the skill challenges I’ve encountered, they don’t evolve. We’re guilty of it too, many of our skill challenges are static. Certain checks provide certain information, make enough successful checks and you can get on to the next combat encounter. In other words skill challenges feel like they’re tacked onto the game. I know I’ve participated in more than a few where I wondered what I should be doing next. This is because the skill challenge didn’t evolve. Nothing new happened.