Your $u_1$ is correct, but your $u_2$ is incorrect; as noted in the comments, $u_1\cdot u_2 \neq 0$.
Recall that the standard inner product on $\mathbb{C}^n$ is given by $\langle u, v\rangle = u\cdot\bar{v}$. With this in mind, let's calculate $u_2$. First we have
$$\langle v_2, u_1\rangle = (-1, i, 1)\cdot\overline{\frac{1}{\sqrt{2}}(1, 0, i)} = \frac{1}{\sqrt{2}}(-1, i, 1)\cdot(1, 0, -i) = \frac{-1-i}{\sqrt{2}},$$
so
$$w_2 = v_2 - \langle v_2, u_1\rangle u_1 = \left[\begin{array}{c} -1\\ i\\ 1\end{array}\right] + \frac{1+i}{\sqrt{2}}\frac{1}{\sqrt{2}}\left[\begin{array}{c} 1\\ 0\\ i\end{array}\right] = \left[\begin{array}{c} \frac{-1+i}{2}\\ i\\ \frac{1+i}{2}\end{array}\right].$$
As
\begin{align*}
\|w_2\|^2 &= \sqrt{\left|\frac{-1+i}{2}\right|^2 + |i|^2 + \left|\frac{1+i}{2}\right|^2}\\
&= \sqrt{\left(\frac{-1}{2}\right)^2 + \left(\frac{1}{2}\right)^2 + 0^2 + 1^2 + \left(\frac{1}{2}\right)^2 + \left(\frac{1}{2}\right)^2}\\
&= \sqrt{2}
\end{align*}
we have
$$u_2 = \frac{1}{\|w_2\|}w_2 = \frac{1}{\sqrt{2}}\left[\begin{array}{c} \frac{-1+i}{2}\\ i\\ \frac{1+i}{2}\end{array}\right].$$
Let's check to see if $u_2$ is orthogonal to $u_1$:
\begin{align*}
\langle u_1, u_2\rangle &= \frac{1}{\sqrt{2}}(1, 0, i)\cdot\overline{\frac{1}{\sqrt{2}}\left(\frac{-1+i}{2}, i, \frac{1+i}{2}\right)}\\
&= \frac{1}{2}(1, 0, i)\cdot\left(\frac{-1-i}{2}, -i, \frac{1-i}{2}\right)\\
&= \frac{1}{2}\left(\frac{-1-i}{2} + 0 + \frac{1+i}{2}\right)\\
&= 0.
\end{align*}
Note, we didn't have to normalise before we checked orthogonality; i.e. we could have checked $\langle u_1, w_2\rangle = 0$ instead.
I won't do the calculation of $u_3$ now. It is similar, but there are more computations. Note however that you have a typo in your formula for $w_3$; it should be
$$w_3 = v_3 - \langle v_3, u_1\rangle u_1 - \langle v_3, u_2\rangle u_2.$$
Now that you have the correct $u_2$ and the correct formula for $w_3$, the computation for $u_3$ should work out and produce $u_3 = \frac{1}{2}(i, -1-i, 1)$.
Consider the case where the linear space $V$ is a sub-space of a larger space $W$. Using Gram-Schmidt, we can construct an orthonormal basis of $V$, without leaving $V$, i.e. not involving any vectors $W \setminus V$. There might not be a canonical basis of $V$ at all.
One applications are orthonormal bases of Eigenspaces of symmetric matrices. Eigenspaces to different eigenvectors are orthonormal to each other, but within one space, one needs to do something if you want to have an orthonormal basis of the whole space.
As a more concrete example: What's the 'natural' or canonical basis of $\operatorname{span}\Bigg\{\begin{pmatrix}1\\0\\1\end{pmatrix}, \begin{pmatrix}1\\1\\0\end{pmatrix}\Bigg\}$?
Best Answer
Yes in $\mathbb R^n$ the Gram-Schmidt procedure need not be particularly helpful, since there's often an obvious orthonormal basis.
However, if we start with a different vector space, such as the polynomials $\mathbb R[x]$ over the interval $[0,1]$ with an inner product, the first few elements of an orthonormal basis is not obvious and Gram-Schmidt is helpful.