If your elbows are out to the sides, but you're still feeling it in the triceps, don't worry about it!
If you're getting sore elbows and are doing skullcrushers down to the forehead, it's no surprise. Instead, lower to behind the head using a dumbell or E-Z curl bar-this is much more effective AND doesn't hurt the elbows nearly as much. Of course, warm up with a couple of light sets first.
For me, dumbell extensions aren't as good, but try to see what works for you. I think two-handed dumbell extensions are best for max. effect and for comfort, second would be the use of an E-Z curl bar instead of a barbell.