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I want to add to this my "Three Step" rule, because I tend to have the environment have the occasionally lethal challenge in it. (I say "my," but I've been playing this game for ages and consuming content on how to DM it for just as long; I almost certainly read or heard this somewhere else, but the original source is far receded into the fog of time for me.)
The three step rule is easy. In it, players fail three times to reach the really bad consequences, but succeed once to proceed. I don't use it for everything - just where the stakes are much, much higher than normal. I do it for two reasons -- it mitigates "save or suck" mechanics, like turning to stone, but it also ramps up the excitement of tense moments.
For example, suppose an ogre shoves a rogue over the edge of a cliff. Suddenly we're making dex saving throws, but those dex saving throws are really death saves in disguise, because I know, as the DM, that the fall is too high to reasonably survive.
Our rogue fails the first dex save. He falls over the edge of the cliff and the ogre laughs. But! He was just quick enough and just wily enough to grab out to the cliff's edge with one hand. (For the best effect, ask the player if they have a reaction. They tend to do their best thinking when their entire character sheet is on the line.)
He's now prone, mechanically speaking, but the way we're expressing in the game narrative is that he's hanging onto the edge of the cliff by one hand. He can make a new dex save at the start of his turn. If he succeeds, he pulls himself up. If he fails, his hand slips and (for example) he lands painfully on a small outcropping of unstable rock. He's one check away from getting himself out of the situation, but also one failed save away from taking all that gygaxian fall damage. In the meantime, the ogre and the rest of the party are doing stuff -- possibly saving him or dropping rocks on his head.
However the next bit plays out, it's far more memorable than simply vanishing over the edge of a cliff and splatting on the rocks below, and the death (if it happens) feels more fair, even though you actually stacked the deck in the players' favor.
You can use this in a lot of places, and can use it to create consequences with more gradation in them than life or death. Failed stealth check that seems like the only outcome would be to wake up a dragon? The player's character crunches the rocks and the dragon stirs to yawn -- repeat the check. Fail again? The dragon starts looking around suspiciously. What do you do? Fail a third time? Initiative! Save? The dragon is awake and alert now, but doesn't see you.
So next time you're dealing with a save or suck mechanic, consider dividing it into three saves next time. Three saves to fail, one check to recover.