When we ask our prospective clients what their group did for a team building exercise in years past, we sometimes hear "We went to a baseball game." or "We went wine tasting." or " We did a jazz aerobics, but some people couldn't keep up." or "We wanted to do paintball, but some of the team members did not like that idea."
    A corporate team building activity must be something that EVERYONE on your team can participate in and enjoy. Yes, they may feel uncomfortable at first, but it should never be an activity where someone is downright scared or negatively singled out because of their lack of athleticism or daring. The people on your team were presumably hired, because they bring value and expertise to the team. Real team building should build on those skills and increase the ability of team members to interact and solve problems together. You do not need to belittle people or force them into something that goes against their nature in order to build a good business team.
   So-- consider that not everyone likes to drink wine, not everyone is physically fit, not everyone feels comfortable with ropes courses or war games like paintball. These have their place, and small "homogeneous teams" with members that are very similar and have the same tastes can get a tremendous amount of enjoyment from them. However, 99% of the time, teams are very diverse.
   Additionally, a good team building activity requires communication and interaction among the team members. Going to see a baseball game or on some excursion does not require people to talk to each other. Typically, people will sit with their friends and talk to them. They will not go out of their way to be with team members they really don't know well (which is the point of team building).
   The best team building events, therefore, must have broad appeal, be an activity that every team member can participate in, require communication, interaction, encourage getting people to know others they are not familiar with, be fun and engaging, and ultimately perceived as being a good and valuable use of time. If the event or activity you select does not meet these criteria, you should rethink your choice.