Doing track days

If you're even slightly into cars, doing a track day is a great way to get your fix. The type of track day I'm talking about here is the less serious version - ie. I'm not talking about race-prepping your own Mazda Miata, taping the lights and blowing $1000 on tyres, but rather the days where you pay for a fixed number of laps in a car you'd never normally be able to afford.
In that category, there's two different types of experience you can normally get. The first is on a race track, in a race car, on your own, playing follow-the-leader behind an instructor car. These are by far and away the best 'value for money', although any track day like this is going to be expensive. Our local track - Miller Motorsports Park - used to do 'Mustang Experience' days where you could take a race-prepped Ford Mustang on to the track for 10 laps. (They've stopped doing it now - not sure why). The way these days normally work is that you get an hour of classroom session, followed by an introduction to the car. If you've never been in a race-prepped car before, get all your fidgeting done before you strap in, because once you're in a 4-point racing harness, your shoulders are pinned against the seat and you won't be able to reach much of anything beyond the top of the steering wheel.
Once you're in, the general rule of thumb is that you get two 'hot laps' where you're the car immediately behind the instructor. Drive as fast as you can behind him, then peel off and go to the back of the line - normally 4 other cars. Often you'll get the chance to do this twice. The instructor will drive slightly faster than he thinks you're capable of so you do have something to chase. On some days, once you're done, the instructor will take you out in his car and show you that you really weren't going as fast as you thought. For the average driver who's not used to g-forces and outright speed, this single lap can be quite nauseating. For people like me, it's a joy to behold.
These events are a huge amount of fun, but make sure you know how to drive a manual gearbox - there's nothing more embarrassing than turning up to one of these events and only knowing how to drive an automatic. I've seen it happen time and time again (more likely to happen in the US than Europe)
The second type of 'paid' track day are the 'luxury' events where you get to drive Porsches, Aston Martins, Ferraris and other exotica, under guidance from an instructor who's in the car with you all the time. These can either be on race tracks, or in the paddock area where they arrange autocross type events (tight circuits made of cones, designed to be more technical than outright racing). There are some permanent locations where you can roll up and do this any day of the week too - Mercedes Benz World in the UK is one example - they have their own permanent autocross circuit and skid pan and you can choose from a brace of AMG-tuned exotica to play with. Whilst these are not as much fun as outright track racing, they do provide their own level of entertainment and challenge, not least of which you're driving cars that are not entirely out of your reach, cars you can associate with. For most people, a race car is stupid money they can only dream of, and certainly not something you come across every day other than seeing them on TV or from a grandstand.

Two tips if you decide to do a track event:
(1) BUY THE COLLISION DAMAGE INSURANCE. I can't put that in CAPS loud enough. You do NOT want to stuff a race car into the armco and end up paying for it out of your own pocket. That'll make dealer service on your daily driver seem like an amazing deal in comparison.
(2) Don't be a dick - listen to the instructor - he absolutely DOES know more about this than you do. In the case of the 'luxury' car type track days, this can reap huge rewards, like extra laps for free.