I've been to the indoor observation deck on the CN Tower before, and even though it's not near the top like that guy was, it's still a pretty "whoa" kind of moment when you first step out of the elevators and into the lobby. There's glass flooring in one part of the deck that looks straight down. *gulp* No thanks!
Then there's the Stratosphere in Las Vegas, which has both indoor and outdoor decks. It's very pretty to go watch a sunset up there and then see the city come alive with twinkling lights at night, but the rollercoaster and other rides at the top make the whole thing shimmy and shake in a rather disconcerting way when they're running. Creepy!