Skydiving would scare the crap out of me but I would still do it if I ever have the chance. As for amusement parks, I always go on the biggest rides, just so long as you don't have to pay for them because I am also very cheap.
Drop Zone at kings island is probably the scariest thing I have been on(roller-coasters don't scare me anymore) And I go on it at least once every time I go to kings island (more if I don't start feeling sick). Do I get nervous, yup, but I still do it. Mostly because it is so much fun to freak the crap out of people by saying things like "every one looks like ants from up here" and "I dropped my shoe, can everyone help me look for it?" or just by doing my evil laugh the entire time, or by starting the count down so that we drop at 3... that one always gets good results.