What Santa said. I only have 150 jumps in a little more than 2 years and I'm blessed that none of my skydiver friends have died.
A tandem is a great tool to discover the sport in the safest possible way. If you want to go further, 2 routes are possible: static line (as explained above) and AFF (you jump with your own parachute from 13500ft while two instructors are keeping you stable - after the opening you're on your own, like static line). Experienced instructors who know both systems usually say that AFF makes good freefallers while static line makes good survivors*.
If you want to do it, try a tandem first, and make up your mind later. A good online source of infos is
http://www.dropzone.com (free registration).
That being said, this sport is incredibly fun and rewarding IMO. For me, this outweighs the risks... and the costs...
* I followed the AFF path.