J.D., the scariest thing on your list, as far as I'm concerned, is giving up sugar for a week.
I highly recommend a hot-air balloon ride. I used to have a friend who volunteered every year at the Albuquerque balloon fiesta, and one year I took a vacation there and helped out. After four days of getting up at 4am to prep our crew's balloon and work the lines, the owner of the balloon pointed at me just before launch and said, "okay, it's your turn." It was incredible. Sound travels upward in the desert, and for the first few minutes I could clearly hear the thumping of jackrabbits' feet as they hopped around the creosote bushes below. We climbed all the way up to 10,000 feet, and it was amazingly quiet (when the burners weren't going). We floated over a small airport and watched planes taking off below us. Landing the balloon was a little bumpy, but no big deal. The tradition after a first flight is for the pilot to rub dirt in your hair and then pour champagne on your head, which I endured happily.
Plonkee, I have a funny northern lights story. When I was living in Lincoln, Massachusetts (a suburb of Boston), I walked out to the barn one night to put trash in the garbage can, and looked up at the sky. There was a sort of dark hole at the zenith and big white curtains extending all the way down to the horizon to the north. It was all white and not moving, so it didn't even occur to me that it might be an aurora; I just assumed it was a strange cloud formation. I stood there gaping for a minute or two and went on my way. The next morning as I was driving to work, the radio announcer said "if we're lucky, we'll get to see another amazing display of the northern lights tonight, rivaling the one last night that was seen all the way down to Texas." I couldn't believe it -- if I'd known I was seeing the northern lights I would have stayed up all night watching them! As luck would have it, the following night was cloudy and I never did see them again.