I did it New Zealand. To be honest, the bungee jump I did was a bigger thrill. When you sky dive, you feel the air rushing by your face. If you had a totally enclosed helmet, you would hardly know you were falling. When you bungee jump, the ground rushes towards you at an incredible rate of speed and for a second there you really question the integrity of the cord you are attached too.....
But honestly, sky diving was amazing. The best part was right when you jump out of the plane. Ask the tandom guide if you can do a flip or a barrel roll or something of that nature when you exit. We did this barrel roll thing, and it was awesome because I got to watch the plane flying away from me while we were in the spin. Then you fall for a while (time depends on your jump, I think at 15k feet it's 60 seconds). Do a superman pose, shout for joy, smile real big... etc. Then he pulls the cord and you float down for about 6 minutes. My guide pointed out land marks, we did some spins, some real fast ones and did a stall or some kind. When you land... just hit the ground running!