A lone Skeleton guards a bridge. How hard can it be? Then the players pause. It’s a lone Skeleton. And it’s guarding the bridge. Oh heck. How hard can it be??!!
As a DM, it is your right and privilege to mess with players’ expectations. Skeletons are usually low-level mook fodder that you use to pad out undead-themed Encounters. Some might even say that any Encounter is improved by adding a shedload of Skeleton Minions into the mix. If Skeleton Minions came in sheds, that is.
I remember one particular encounter I ran in which the adventurers tracked a Werewolf into a cemetery where he’d been happily digging up bones. Enter the heroes, just at the moment when the desecrated Skeletons sprang to life. Cue one terrific session where the PCs managed to distract the Werewolf by killing the Skeletons and throwing the bones for him, thus allowing the other PCs to gain Combat Advantage. Ah, happy times.
But a Skeleton as a single monster all on its lonesome. That’s going to worry the players no end.
Legends tell of the Twin Axes of Thaenor, enchanted such that whosoever slays their deathless owner is cursed to rise and take his place upon their own demise. It is said that the last such recipient was Brath Blightsworn, peerless blade dancer and victor of a thousand battles. He has lost none of his skills in death and stands tirelessly, waiting for his better to finally send him to his rest and eventually return to take his place.
4e Notes: Take one Skeleton Tomb Guardian (Level 10 Brute, MM1) and make him a Solo monster. Add the Twin Axes (Level 10 Berserker Battleaxes with the curse detailed above) and you’re ready. Good luck.