Via Ferrata is definitely cool and a bit scary, depending on your ability to deal with heights and exposure. I was there in August of 2000 and did a bunch of Via Ferratta routes as well as some rock climbing and hiking. The Dolomites are magnificent no matter what you choose to do. Be aware of afternoon thunderstorms. Get out real early to be down by afternoon. We got caught in one and later saw a helicopter picking up a body off a rock climb. You’ll need a regular climbing harness plus a special self-belay device which you can pick up in local climbing shops. Didn’t go to Cortina but to a town called Canezei. If you are serious about going – get the book by Höfler/Werner - Via Ferrata, Scrambles in the Dolomites.