I have always been afraid of needles. So I got a tattoo. The first one I had was awful. Let me set the scenery for you.
I was 21 and pretty small. My tattoo artist was four hundred pound surly biker, not prone to alleviating fears or even caring about them. Sitting in the chair, he started the process. I was shaking really badly, so this didn't help the situation. Finally the four hundred pound biker starts yelling, "Stop Shaking!" Which not only does not help the shaking but made me jump about 15 feet. Luckily the tattoo was tiny because it was awful.
A few years after that, I got it covered up. Much bigger tattoo, about an hour and half worth of work. Still very nervous, but I survived. Did it help me with my fear of sharp objects? Not in the least, but at least I tried!
Also I don't like heights. Recently I took my mom to a light house, 218 steps. Yikes. We went out to the top and I looked out over the edge and promptly went back and put my back to the wall. I walked around the entire light house that way. My mom was totally laughing at me. At one point she said, "You've jumped out of an airplane before!" To which my reply was, "Do you see a damn parachute on me now?" Sigh... This is the way I look at it, just because I am afraid of something usually doesn't stop me from doing it. I won't live my life that way. :)