I'm losing my nerve a bit as I get older but I currently do a somewhat 'extreme' sport and used to do another.
I downhill ski and up until last year, I regularly skied the black and double black runs at my local ski hill. I don't do moguls or glades. Now, I'm in Ontario so this isn't like doing black runs out west at the big resorts but for a 40+ year old woman who has only been skiing regularly since 2005 and is about 80 lbs overweight, I think I'm doing pretty good.
I used to whitewater kayak. For those of you who've been rafting on the Ottawa River, I've kayaked that, except for the very first rapid - my skills weren't up to skirting Phil's Hole or taking the raft route down the tongue of the Hole.
Because of the above two sports, I've had a few people think that I must want to try parachuting. Not a chance! The only way I'm parachuting is if the plane is going down. Sure, whitewater kayaking is dangerous but at least I can control my own fate, to some extent. With the parachuting, I have to depend on the fact that someone else has packed the 'chute correctly and even with the controls on the 'chute, I don't think I would have as much control as I have with my paddle in the 'yak.