So what's a better comp than skiing? Physical activity that doesn't require tens of thousands to start or big exertion (of course you can if you want to) but does require some skill. Bonus for a whiff of danger.
Hiking? I guess. But IMO either too hard or too boring.
Bowling, bocce, axe throwing, sporting clays? Let's stick to free range sports.
Hunting? Pretty comparable in most of the US. But doesn't appeal to everyone.
Fishing? I don't drink that much anymore. And I like my wife.
Golf? (shudder) Also see fishing.
Sky diving? Seems very close. Any skydivers care to comment on costs?