One of the most popular flying activity and sport today is paragliding. Paragliding is relatively cheap and fairly safe. The average fatality rate per thousands USHGA members per year for the last 15 years is only 0.88. There is no license required for flying a paraglider, but if you have no experience at all, it's recommended to attend some education in any of the thousands paragliding clubs all over the world. A new paraglider costs about 5,000 USD while a second hand can be found for much less. Professional fly training typically costs between 1.000 USD and GBP 2.000 USD. There are motor paragliders who are probably the simplest powered flying machine. The motor paragliders (paramotors) let you start flying from the ground without the need of hills or winches.
Hand gliding is much elder sport. The first hang gliders have been invented at the end of 19th century. The main difference between the hang gliders and the paragliders is that the former have hard fixed wing. Modern hang gliders give you the ability to soar for hours and fly over large distances. The hang gliders are more appropriate for performing aerobatics than the paragliders. The hang gliders are also capable of flying at much higher speed. Hang gliding is considered a bit more advanced activity, but the cost of equipment and training is almost the same or slightly higher than paragliding's.
Skydiving is not exactly flying, but is also a very popular sport. It's also known as parachuting. For a typical skydiving jump you need an aircraft - usually an airplane, helicopter or even a balloon - which to raise you to about 4,000 meters attitude. The specific and exciting moment in skydiving which is driving so many people to it is the free fall for 1,000 - 2,000 meters before opening the parachute. Skydiving is rather safe activity and most incidents are due to lack of experience when performing advanced techniques. Because you need an aircraft to raise you up, the price of skydiving raises with each jump you make. The equipment is not very expensive and can be hired, but the cost of the jumps is raising all the time because of the growing fuel prices.
If you are looking for more advanced fly you may want to try ultralight gliding. The ultralight gliders are unpowever airplanes which can soar for hours and have basic control systems. Unlike the hang gliders, the pilot's body here is seated and there could be even a cockpit, although that's not always the case. The main disadvantage of the ultralight gliders is that you need a powered airplane or a tower-winch system to help you start flying. The costs of the gliders and their support is much higher - starts from about USD 10,000 and sky is the limit for the top prices. Training can be obtained at the gliding clubs all over the world and it's also more expensive.
Finally, if you are really keen on being a pilot, don't want to depend on hills, mountains, winches or other aircrafts, you may want to think about flying your own ultralight aircraft. The ultralight aircrafts are fully functional powered airplanes, helicopters or autogyros. They don't need help to start flying and can be used not only as a tool for leisure and sport, but also for practical purposes. Unfortunately you need a license to fly an ultralight aircraft. Depending on where you live, you may need an LSA license or license for ultralight/microlight pilot. The training costs several thousands USD. Flying ultralight aircraft can be quite expensive, but there are many options to cut down the costs and complexity and enjoy this wonderful activity.