I also love to have the adrenaline rush. I do like climbing for a bit of adrenaline rush, but mostly for being in nature and the physical exertion. When you need a hard core adrenaline rush, I suggest there is nothing better than bungee/bungy jumping. I've sky dived and jet boated, hang glided and ridden in a race car, but there's nothing like the pure terror of stepping off a bridge, especially in an ankle harness where you hardly feel it there to protect you and it really, honestly feels like you are just jumping to your death. I've not tried BASE jumping, but I think that would get you there, too! Surprisingly, skydiving did not provide an adrenaline rush at all for me. I think it's for two reasons. 1. You are so far up, your mind doesn't process it the same way as when you are just 10-20 stories up bungee jumping - it seems less real when you are 12-15,000 feet up. 2. The feeling of being pushed back by the rush of your fall in skydiving...it just doesn't feel as much like you are falling. It feels like you are just being held up by a giant industrial fan (which is a thing you can do in some places in like a large silo) and the ground is moving up to you instead of vice versa. And I wouldn't say it seems like it is rushing at you. It looks a little slow, actually. So, the free fall part of skydiving doesn't have that same feeling as bungee jumping where you literally feel your stomach jump out of your throat. I'm a big screamer and bungee jumping was so terrifying to me (both of the times I did it, about a decade apart) that I couldn't even get a scream out for the first second or two. Also, I'm not afraid of heights...it's just that terrifying. On the other hand, I didn't scream at skydiving...just because it wasn't enough of a thrill to warrant a scream.
The other thing I do, much cheaper, is look for good suspense/thriller films. This can be hard to find. Good ones that just aren't looking for cheap thrills by building up the scary music or lots of blood. And god forbid you go to a theater and there are lots of teenagers laughing and grabbing each other, ruining the scary moments. But, there's nothing I love better than when I am home alone on a weekend night and I queue up a good thriller and scare myself alone in a dark home. There's some adrenaline and thrills there for cheap!