Bungy Jumping, Kuala Lumpur
Found a superb site for bungy jumping :
The skybridge of the Petronas towers, some 41 stories up.
As an alternative, you could try base jumping off the top. I know that it has been done because I saw it on a video playing on the MRT in Singapore !
Equipment: Get all your friends who have boring desk jobs to save up all those little elastic bands and tie them together to make a bungy cord.
If I not mistaken, the indoor sky diving would be at Genting Highland Theme Park Resort. There are indoor & outdoor theme park out there.
The ticket is arround RM50 (approx USD17.00.