If you're afraid of flying in a plane, a helicopter isn't going to be much better. Definitely won't take you as far... or as quickly. Is it the "stuck in a tin can" that makes you afraid, or is it something else? Having been a mechanic on 3 different military aircraft (F16,C5, and C17), I can tell you flying is pretty dang safe, and it really can be enjoyable.
Additionally, a helicopter costs roughly three times the cost of a fixed wing aircraft, for comparison purposes.
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