Be a fan of the player's characters.
Think of it like a TV drama that you watch. You enjoy it when your favorite character experiences success. When that same character experiences defeat, you feel sad for them, but it also means when they overcome that obstacle, it feels that much better.
Your job is to put obstacles in their path. Not so that they can't succeed, but rather just enough obstacles so that success feels rewarding and that it was earned.
Keep the action moving.
Imagine a locked door and the plot only moves forward if the PC's get beyond the door. Instead of requiring success to get through the door, the roll becomes about getting through the door without complication. If they fail, maybe the guards come along and spot them. Or maybe whatever they were seeking is already gone. Or the thieves tools break and the player takes a -2 to all rolls until he can get back to town and fix/replace them. Failing a roll doesn't HAVE to stop the action.