So in my group I am usually a player, though I do GM on occasion and I've noticed a rather boring routine we go through in all non-combat situations that probably explains why the other players are always pushing for combat and get bored outside of it.
Whenever we enter a new area perception checks are spammed, if we notice anything we check it out, if we don't we move on. If we have to solve a problem of some kind we usually use the most brute force means of doing so, we bash open chests, knock down doors, a hallway might have an arrow trap? We explode the walls and damage the trap. Etc.
We never really use spells or skills to solve things and I'd like to encourage more skill and spell use outside of combat but I'm not sure how. The only checks we ever really use are Perception, Knowledge (Arcana), and Diplomacy. Even when we end up in trouble because of our brute forcing ways we just brute force our way through whatever that trouble is too. It probably doesn't help that we all optimize our characters for combat.
I know part of this falls on the GM to make creative scenarios, but when we just brute force everything he just looks kind of frustrated or annoyed, though on occasion we do provoke a laugh.
It sounds like you guys could use quite a bit of Disable Device. The advantage of Disable Device over brute force is that brute force has a tendency to spring traps that you otherwise are trying to destroy, and Disable Device is much quieter than brute force--it attracts fewer monsters.
Also, are you guys living in a dungeon? There are NPCs to influence, new dungeons to track down, research on BBEGs to perform, all sorts of noncombat stuff outside the dungeon.
You also sound like you'd get a lot of use out of Knowledge(Dungeoneering), Climb, Bluff and Intimidate (can't be nice all the time), Survival.
Talk to the group. This is something that has to change in playstyle, otherwise it will get adversarial. You need to include non-combat things in your characters. Otherwise ofcourse non-combat will be boring. You dont have anything you are good at to do.
People need to step up and start using those non-combat options, so people can see cool and positive results from them.
Your dm can simply set up situations where brute force fails IE good luck exploding stone walls, or bashing your way out of a jail. But again this will get adversarial if everyone isnt on board.
Setting up social encounters, or encounters where stealth and guile are required is a good start. If you can find it, the 3.5 book dungeonscape had ideas for traps as encounters, instead of just walk through obstacles. That might help people work on finesse and utility instead of just brute force.
Your dm also probably needs to up the difficulty of things. If you are able to brute force your way through everything, even things not meant for that, things are too easy. There should be consequences for smashing chests instead of unlocking them, like the fact that you just allerted everyone in the building to your presense, meaning the next 3 encounters all show up together in the next room.
If talking doesn't work (sometimes it doesn't) add consequences. You bash down the door and splinters fly and hit the wizard in the leg. He takes _______ damage. Maybe that Knowledge Arcana wasn't enough to tell what was going on and the party misses out on a valuable clue.
Have you tried running some sort of caper scenario? The PCs need to liberate someone or something from a person or organization the PCs don't want to antagonize, or at least don't want to combat? Emphasize more "the PCs have to figure out how to get into the dungeon/vault with no one noticing" than "the PCs have to pass a series of skill checks.
Think, like, a fantasy version of "Oceans 11."
But in general, anything that involves talking to NPCs, who are in a position where you can't practically charm or intimidate them or beat them up is going to force players to have to think laterally to solve problems.
But anything that can be solved by a "you passed your skill check" is going to be solved someone passing their skill check.