I've jumped out of a perfectly good Cessna in Australia at about 10,000ft I think it was. 8,000 or 10,000ft.
Tandem skydive, was GREAT. Very exihilirating. Not scary at all, but I've done plenty of paragliding too off mountains.
Scuba diving i have done once, as a test dive. Done plenty of snorkelling too, most of it at the Great Barrier Reef in Queensland.
Recommend both. Skydiving is really pretty safe, although it does seem like a silly thing to do, i agree.
I think you're more likely to get injured or die scuba diving to be honest. But again, that's what proper training is for and follow the rules very carefuilly etc and you'll be fine.
Avoid trigger fish when snorkelling or scuba diving. Most aggressive fish i've ever encountered. One went for me big time and bit a hole in my fins and kept coming.....