I've never gotten to play a SK role that was anything like normal. I've had a Mad Scientist role twice, whose only purpose is to piss everyone off as far as I'm concerned (can't kill, just keep people from posting or something strange like that), and a ninja role which might have been cool except it was somewhat spoiled by having to be played over AIM to prevent nights from being too long, which limited my choices.
None of that has anything to do with this thread, though.
When I'm balancing a game, I shoot for about even on Mafia/Town chances, with the SK having probably around a 5-10% chance; I've thought of a few ways to make that a bit higher, but I haven't tried them out yet. If there is more than one Mafia, the Town's chances tend to be slightly higher than either of the Mafia groups. I do agree with the general opinion, the game should be winnable for everyone, even if it is only a small chance. There have been quite a few games which annoyed me because I found out at the end that I couldn't possibly have won.