Been there, did that and got the T-Shirt (literally).
I took my girlfriend skydiving for Valentine's Day / One Year Anniversary - in February. It was *COLD*. They told us it wouldn't be that chilly, and that there was an "inversion", causing the high-altitude air to be warmer than the airport. BULLSHIT!
It was something like -10 at altitude, and it was colder than shit. I had a pretty good descent, and something you won't understand until you do it is how decieving the ground is. The first 6 or 7 thousand feet, you wouldn't even know you were falling. The ground doesn't get any closer. Then all of a sudden you'll freak out at how fast the ground is coming.
Don't go when it's cold. It's really not worth it. Altogether, I enjoyed it - but the cold was definitely a damper. My girlfriend came down almost in tears because her hands were numb from the cold.
Remember that where you look is where your body goes, and you'll save yourself some trouble. My tandem had to keep pulling my head back so we'd stay in line for the landing. Speaking of landing - make sure you pull your legs up as much as you can't - I was too tall, and had to do the landing myself. Even in pea-gravel, it was rough. When he or she says pull 'em up - PULL EM UP!
On picking a site - look them up. I believe that FAA certified sites have to list any accidents that occured on their dives, so you'd see if one had a high accident rate.
Ideal diving height shouldn't matter much - I don't know how high ours was, but ground level was about 7200. I think it was probably about 12 or 13k when we jumped.
And the final advice is to make sure that the harness is well-seated in your crotch area. I would wear a cup if I went again, just in case. When you're going hundreds of miles an hour and the chute opens, you've suddenly got a LOT of force on the little deviant. I had a bruise on my inner thigh from it.
We paid like $200 apiece, roughly. I'm not sure exactly - was worth it, moreso just for the satisfaction of kicking gravity's ass.