Do you know what a paraglider is? It is perhaps the best invention of the past one thousand years - a cross between a hang glider and a parachute. It is somewhat of the best of both worlds - it packs into a large backpack, but when unpacked and put into the wind takes shape. Unlike a hang glider you don't need a large hill or cliff to take off - the wind is enough to generate lift.
If this is half as exciting to you as it was to me, you're already on ebay trying to buy your own paraglider. When I heard about them, my friend Austin and I immediately picked one off ebay and bought it. Normally they're very expensive, but ours was reasonably priced. We didn't know why at the time, but it turns out it's because it's a competition glider. That means that everything is sacrificed for the sake of speed including safety, maneuverability, and ease of use.
I posted to some newsgroups asking for advice, but no one would give me any useful information. They all insisted that I had to take lessons or would likely kill myself. Austin bought a book about paragliding that explained some of the basics and reiterated the warning that no one should attempt to paraglide without instruction.