Depends on what you're looking for.
If you're just looking for a general all-around good time/workout and just enjoy martial arts, pick something and go with it.
If you're looking for practicality, I'd recommend Krav Maga or Systema. I've personally got a decent bit of Krav Maga under my belt and it's awesome, but unfortunately many of the techniques are so brutally effective you can't effectively spar with them (groin kicks, eye gouges, breaking collarbones, etc). There's a reason there are no Krav Maga competitions.
Also, Krav Maga has no uniforms, no rituals, no nonsense. It's used by the Israeli Military (it was actually invented by an Czech Jew to fight nazi street gangs during WWII, who later moved to Israel upon it's formation), and many parts of it have been integrated into the USMC Martial Art.
http://www.kravmaga.com/locations.asp (ignore the red dots on the map, they're mostly inaccurate)
Kali/Eskrima is also good, focuses on sword/spear/knife defense and stick fighting.
If you want to get ripped/in ridiculous shape, I'd go with Brazilian Jiu Jitsu and/or Muy Thai.
Some background:
http://en.wikipedia.org/wiki/Krav_Maga
http://en.wikipedia.org/wiki/Systema
http://en.wikipedia.org/wiki/Eskrima
In any case, take a look at the bottom of the wikipedia pages and click "show" under "martial arts by focus". Nice database with lots of information on each.