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BJJ
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I have been training in BJJ (Brazilian Jiu Jitsu) for the past 4 years. It will get you into shape, you will learn how to defend yourself, and if you have a competitive streak it's [censored] tits. Think of it as kinetic chess. Once you learn how each piece moves, you can start thinking about counters/set-ups/finishes. I love it.
Depending on which part of the country you are in, you should be able to locate a reputable school in any major city. Check out
mma.tv for school locators. The BJJ forum will happily help you find a school nearby (Muay Thai schools too).
Good luck
Nate