If you want to learn martial arts you need to do a few things imho.
First, read this websiite
http://aliveness101.blogspot.com/
Second, go to google video and listen to a few of Matt Thornton's speaches.
Third, Ask yourself these questions.
1) Why do I want to train in the martial arts?
2) What do I expect to get out of the martial arts?
Fourth, go try out different arts. Be very skeptical of everything and honest with yourself. I've trained in a few arts (TKD, Krav Maga, aikido, judo, and recently bjj/mma (boxing and mauy thai for striking). You have to be comfortable with the instructor, the enviroment, and the level of contact. If you dont want to get punched in the face, boxing is not the art for you. If you dont want to get thrown on your ass, judo is not the art for you.
Fifth, you might check out
www.bullshido.com or
www.e-budo.com to make sure your instructor is really who he claims to be. There is a lot of bullcrap in the martial arts. There are a lot of frauds, price schemes, con-men, binding contracts, etc. You need to be careful and make sure you are really getting what you are paying for. Just because a guy has trophys and belts does not make him a great teacher or even a martial artist. I could buy myself all those things and claim to teach you anything I want.
Finally, if you want practical self defense, you should be looking at a few things
1) are you in good shape? Physical shape and cardio are the most important things in a fight. If you are overweight and weak you are not going to hold up well in a fight. I dont care what your sensei tells you. Sure technique can let a smaller guy beat a bigger guy, but that smaller guy is going to need to be in excelent shape.
2) Are you agressive? Sport mentality is needed to be successfull in a fight. You can't be apprehensive in a fight. Learning how to be ok with hitting someone is needed to defend yourself.
3) What kinds of situations do you think you might need to defend yourself in? You train differently for different situations. Are you a young male worried about 'pride' fights in high school. Are you a bouncer or police officer who needs to learn how to safely control an attacker? Are you a drug dealer who is worried about getting jumped by armed thugs? Each of these is going to require a different type of training.
My recomendation, for self defense learn how to use a stun gun/gun if possible in your area. Train up your cardio and get good at running. Take classes in calming people down. Learn to not go to bad areas. This is the best self defense. But that is not to say martial arts can not help you for self defense. That gun might not be around, or you might not be able to run. So then you have to look at how you think you will have to defend yourself. I would like to make my suggestions.
1) Striking - If you want to be a striker and hit people, I would suggest mauy thai, kickboxing, or boxing. If you want a traditional martial art I would suggest looking for kyokushin karate. These are proven styles with pro fighters. You can't go wrong.
2) Grappling - Wrestling, Submission wrestling, judo, and brazilian jiu jitsu. Again a lot of MMA fighters come from these arts, and these arts are proven in competition.
3) Clinch (standing grappling) - Mauy thai and judo - Again these guys know how to hurt you when you grab on to them.
These are all arts where you will be effective in months not years. These are all arts with competition (although you do not have to compete) and are all arts that practice in what matt thornton calls an 'alive' manner. Basically my beleif is that if you are not fighting, you will never learn to fight. I have studied TKD and was winning tons of competitions in forms and sparring. I got a black belt in it. I started training reality based self defense in krav maga. Eventually i got in conflict and realized that I could not apply what I learned in a serious fight. I had learned bad habbits or had not learned how to adapt to a fully resisting opponent. So then I went and studied aikido. I really beleive that aikido is not trained in a way which will allow it to actually work. Can it work? Posssibly, but not in the way it was trained. I think this was true of all the arts I trained, they could work, but they are not taught in a way which allows you to gain the skills you need to make them work. I eventually tried the 'worthless sport' of judo. Many people told me it was good for sport but not self defense. This lead me to bjj and my current training. After 3 months of training I was able to beat people who had trained for years in other styles. I've recently added striking training back in though private lessons with boxing and mauy thai coaches. The one thing I've learned from this journey is be skeptical of anything you can not test out in a fully resistance enviorment. If it seems too complicated, it probably is. If you cant' learn it in a few minutes, you probably can't use it in a fight. I belive that you should be shown a technique, drill it with no resistance, they mild resistance, then hard resistance, they spend the majority of your time sparing. Beacuse of my beleifs I really belive you waste your time if you train in an art that does not do full contact sparing from day one.
Things to look out for when picking a school.
1) If the teacher has multiple high ranks in multiple arts - I would be suspect because it usually takes 10-20 years to get high ranking in arts. I would verify these ranks and the orgs they come from.
2) If the teacher made up his own art or has a title of soke, 10th dan etc. - Usually these guys are just full of themselves and have no real skill.
3) Do they have a black belt club? - This is a bad sign, run. This means they are not intrested in teaching you. They just want to rape as much money as they can from you.
4) Do they have tiered pricing schemes for more advanced instruction (aka white - blue this much per month blue - black this much per month) - again, money scam.
5) Do they have kiddy black belts - Can you get your black belt in just 1 year? Are there 12 year olds who are black belts? This is usually a sign of poor instruction and people who just want to take your money.
6) Are they too deadly to spar? - This is a sign they do not preasure test their skills. This may mean they are going to teach bad habbits or techniques that simply will not work.
7) Multiple year contracts required - Again they just want money.
8) Do they kinda come off as a cult? - Some martial arts are cults, be careful and question what you are told.
You have to pick the right art for you. No one can tell you what to do. But you need to be honest with yourself and make sure you dont beleive doing tai chi at the YMCA makes you a tough fighter.