"Ir en" is used for taking a means of transport: "Voy en tren", "vamos en avión", "fui en bicicleta", so your sentences with "hacer" are better.
Please note that "quiero ir en parapente" would mean you want to arrive there by flying a paraglide.
Also, you can use "ir a + infinitive" for some activities.
-I want to go skydiving: "quiero saltar en paracaídas"
-I want to go canoeing: "quiero ir a remar".
*By the way, "piraguas" are not known everywhere. Probably "canoa" would be better understood in most places.
"En mis vacaciones, quiero montar a globo de aire caliente" -- Oh no, we don't say "montar" when we're inside a vehicle ("a bordo de"). Here, we prefer to use the verb "to fly": "...quiero volar en globo". (If it flies, it has hot air in it.)