Dungeon World emphasizes making success interesting, which is a pretty nifty approach. A lot of RPGs and bloggers spill ink about making failure interesting. We've all heard the tale of the investigative adventure that went south because the players blew the Spot Hidden check they needed to advance the plot. In fact, Robin Laws designed an entire RPG system around that problem.
In my experience, making failure interesting is fairly easy once you understand why to do it. It doesn't even come into play in some campaign styles.
In a sand box campaign, a roadblock merely propels the group to some other path or location. Can't unlock a door in the Caves of Thuum? Then head over to the Burning Fortress and come back when you level up. In many ways, choke points and barriers help make a sandbox come to life. They encourage the kind of adventure browsing and strategic thinking that make sand boxes come to life. If there's no one, single path, you can't derail the campaign with a roadblock.
Even in more story oriented games, it doesn't take too much for a DM to set failure outcomes to keep the action moving forward. That blown Spot Hidden check in Call of Cthulhu gives you directions to the cultist's hideout, but you miss the clue that points to the the real, unguarded entrance to her base. Like I said above, I think most GMs learn to work around this once they see the underlying issue for what it is.
Making success interesting allows you to unclench your sphincter as a GM. It lets players feel cool about what they can do, while also driving the action forward. You don't have to worry about salting a player's success with failure, or fear for a spell or combo breaking your game.
My first, and most important piece of advice, is this: If your first reaction to player's die roll or action is to try and deny the success, stop the game. In the heat of the moment, it's easy to panic and try to derail the action. Maybe the players threaten to mess up your prepped material. Maybe they threaten to turn your carefully crafted, scary monster or NPC into a complete joke.
The first step to keeping things interesting is to never be afraid of pausing the game. Not everyone is awesome at thinking on their feet, and your first reaction is rarely the best possible one. As long as you don't pause the game too often, it's a great tool to catch your breath, think about things, and come up with a good idea.
Best of all, if your group is anything like mine pausing the action is easy. Call for a bathroom break. Stop to pour yourself a drink. If anything, the question of what will happen after that natural 20 on a Bluff check will only increase the players' anticipation and engagement with the game. The break gives you a mini clilffhanger while you sort out what to do.
So, the first rule is this: Don't panic. If you're about to panic, stop the game, get a fresh beverage, put your feet up, and take five. You're the GM. It's your right to pause the game whenever you want.
Tomorrow: Now that you've bought yourself some time, what the heck do you actually do?