Part of the rocky start was that two of the players did not bother making their characters until we were there.
What I learned: the PCs identify skill challenges where I do not. I then toss a skill challenge at them. Whooo. They seemed to enjoy the skill challenges. From a DM perspective, the game flows a whole lot better. Part of that comes from listening to the WotC DM's handle their games, and what they felt was important.