On Thanksgiving we were on the Pennsylvania Turnpike passing King of Prussia and saw what looked like a completely out-of-place grain silo. Turns out it's a an indoor skydiving place called iFly, and the "silo" is a vertical wind tunnel.
An adventurous young couple I know tried it out and happened to be talking about it at a Christmas party. For $140, the two of them got instructions, flight gear (helmet, goggles, and a flight suit), and two flights apiece. Tom said the instructor taught them that the key is to maximize your body surface (for instance, by spreading out your hands) so that the air can hold you up.
He and his wife enjoyed watching the instructors show off their skills, flipping around and soaring to the top of the "flight chamber."
iFly has facilities around the country; this one is at 290 Goddard Boulevard.