Jet Pack: They exist. Mostly used in conjunction with combat exoskeletons or their civilian industrial counterparts, to avoid the, uh, Toasted Buns problem, and also the need for a fairly elaborate harness to avoid a painful and undignified jet-wedgie. (While obviously avoidable with a larger framework that keeps the jets further outboard, that’s about as clunky to maneuver in as a whole exoskeleton anyway.)
The exception to the above rule are the ones commonly used to aid maneuvering in microgravity, which are rather smaller and even implantable into the body, for that matter – but that’s because they use simpler, less-high-thrust-because-no-gravity technologies like cold-gas nitrogen jets and ducted fans, and so will not hurt you.
And, of course, without any of this you can always Spider-Man it up with your vector-control effectors, tractor beams obeying Newton’s Third Law, and all.