The art for you
This is not an easy thing to figure out. You have to figure out what you want to learn first. Do you want to learn punching, kicking, joint locking, ground fighting, weapons or any combination of. You have to figure out if you want practical, flashy, or aerobic style. If you choose weapons, you have to figure out what weapons you like or if you want to learn multiple weapons. One you do all of that and figure out the style, or styles of fighting you want to learn you have to match it to arts that our taught in your area. You can also learn from videotape if you like, but that is your choice.
What arts would I recommend? I will list several for different styles. Muay Thai is a great kickboxing martial art. Very practical and very deadly. The blocking sucks unless you are huge though. Escrima\Arnis\Kali is a great all around art. It is based on Stickfighting, but there are unarmed versions. It is deadly, simple, and very pracical. It my primary art so far. Brazilian jujitsu is great for learning some grappling moves and great for going into competitions, but not very street applicable for multiple attackers. Hapkido is a great standup joint-locking martial art that is meant to defend and finish your opponents. Tibetan snake Kung Fu is a more scarce art, but very practical and very dangerous. Most of it isn't practicable at full speed because it is meant to break bones. Capoeria is fun art that is based on not using your hands. Not the most practicable, but can be if incorporated in other arts. You will need major flexibility and balance in order to practice this art. In general, anything that is in the Southeast asia part, is a fabulous art. The phillipines, Malaysia, and Indonesian. They are on islands and had to learn to fight off invasions for centuries. Mot Gar and Tae Kwon do are nice if you want something flashy, but aren't that practical because they only use the feet and it is all tip tap crap. I am not a fan of Karate at all. Judo is a decent art, but shouldn't be practiced for too long. It will help you learn how to keep your balance and be able to throw your opponents and let the ground do most of the damage.
I hope this helps you pick an art for you, if not you may email me and I will try to help and keep you away from some of those popular crappy arts.