A friend and I argued about this for a long while.
There are many characters that can be forced into a challenge without being declared as attackers nor defenders, therefore ignoring Stealth a many other potencially avoding methods. I'm talking about abilities like Great Jon Umber's, Night Watch's Wall, Catherine Stark's, those new Targaryen archer riders from the Queen of Dragons box (don't know their original name) and so on.
My friend (he) had launched a militar challenge against another friend player (she) and declared his attackers. Then the other player wanted to use those Targaryen Archer Riders i've mentioned from her hand to play them as defenders before declaring any defenders among the characters she had in play. My friend said she couldn't do that before declaring defenders; he said that she needed to declare at least one "normal" defender before getting other undeclared characters in the challenge.
I think he was wrong. The archer rider' ability sais they can be played as attackers or defenders "during a militar challenge". The militar challenge was already started by him, and there is an action window before declaring Stealth in wich she could play those guys form her hand without problem. After that, she could declare among the other characters she already had in play, as for normal phase rules.
If anyone is wondering why she wanted to play undeclared characters as defenders before "Declaring" defenders, I must say Walder Frey was in play (though irrelevant for the question).