I went bungee jumping once to overcome my fear of heights. I really did it b/c I wanted to go skydiving but thought I should maybe take baby steps in getting there.
Needless to say it completely backfired, I passed out after I jumped off the platform, and I only jumped b/c I was literally forced to. I have a picture of me after they lowered me to the ground, I'm as white as a ghost and look dead. And now I am more afraid of heights than ever.
Skydiving does not sound like a good time to me anymore. If you do end up doing it though, good luck! I hope it helps you overcome your fear better than my attempt did.