Don't post requests on Internet stunt bulletin boards for "advice". Established stunt performers have worked very hard and long to get where they are and have to hustle every day to get where they are. Seeing postings on an industry board from some kid asking for free advice without knowing how difficult it is to get started in stunt performance is irritating. Instead, spend the small amount to obtain the valuable information the book has to offer. It is the best investment you can make.
Second, don't try to be a jack-of-all-trades. Stuntmen are hired by the stunt sequence. So if they need someone to fall from a building, they hire an expert for falling. If they need a guy on fire, they hire someone who knows how to do a fire stunt. If you are a young male, age 18-24, you should concentrate on fighting. Film fighting in particular. Roles are cast by character type. The most common character types for a college male is that or a frat guy, a college or high school athlete, a stoner and a thug. Yes, there are many more, but the majority of roles are variations on that age group's most common stereotype.
So, what do young guys do? They play sports. They have sex. They fight.
So, you should concentrate on knowing how to fake fight - to stage fight. Put simply, it involves throwing a punch so it looks through camera angles like your fist is hitting the other person's face when it is not.
Many very small independent productions in your state will be have fighting included in their scripts because a fight sequence is all they can afford. They cannot afford high falls and fire stunts.
So, you instantly make yourself more apt to be cast for a small movie if you know stage fighting.
This brings up and important advice you should consider. If you are a young male, consider becoming an actor who knows how to fight instead of only a stunt man. You'll be more apt to be hired if you are able to say lines and be the smart alec guy who bangs a chick and gets in fights than running off to LA to be solely a stunt man.
If you want to purse stage fighting, join the SAFD and contact a fight instructor in your area to ask if they offer classes. Additionally, we highly encourage you to visit Los Angeles to take a class or two with Bob Goodwin's Los Angeles Film Fighting Academy. The reason you want to spend the cash to take one of his classes is to get a taste of the big time and see what you are missing by not being in Los Angeles. There are other training opportunities in large cities, but Bob Goodwin's classes and workshops are a good start.
If you really want to pursue stunt skills such as falling, consider auditioning for a live action show. Theme parks such as Universal Studios (Orlando and Hollywood), Walt Disney World (Orlando), Universal Studios Japan, Tokyo Disneyland and the various Six Flags parks all have live action shows and will hire by character type. The important part is that they pay well, offer great training that would be very difficult to obtain on your own and offer health insurance. These parks hold tour where they audition at different cities around the country, so you may find an audition close enough to you to drive. Remember, you will need to relocate if you obtain a role, so don't pursue this if you must stay in your city.
Consider applying to work at Live Shows such as Pirates Dinner Adventure located in near the two Disney parks and Medieval Times Dinner Theatre located in cities around the U.S. They provide great raining, and yiou get paid instead of you having to pay a student school.