I would suggest that the most effective martial art is the one that you enjoy the most. If you find a good dojo with a knowledgable, dedicated instructor, friendly, serious students and a healthy learning environment, you will train harder and get more out of it. A fun class that you stick with for ten years is going to give you much better preparation than a class that leaves you so frustrated that you quit after six weeks. And if nothing else, a martial arts program that you do regularly should keep you in great shape, which isn't a bad thing at all. Shop around, talk to the instrucors, and pick the school that gives you the best feeling.
In addition to that, check to see what programs in the area might help you with situational awareness. A good martial artist isn't a guy who wins a fight against a group of tough-looking punks; a good martial artist is a guy who notices that there are some unsavory-looking characters lurking down the street and takes another way home, avoiding the danger.
David Sims
"Cuius testiculos habes, habeas cardia et cerebellum." - Terry Pratchet
My opinion is, in all likelihood, worth exactly what you are paying for it.