I've been through... a lot of martial arts, for a lot of different reasons. My recommendation has been and will always be boxing, for at least six months. No one knows how to throw a punch or keep their balance anymore. I went to a Judo seminar run by two instructors, one brought four of his blackbelts, the other brought six. One of them could throw a swing with proper mechanics. It was absurd, and it always amazes me how incapable most "martial artists" are of throwing a punch without doing one or more of the following: (a) Angling or closing their hand incorrectly and putting themselves in a position to break it, (b) Aiming for the wrong part of a person and putting themselves in a position to break their hand, (c) Putting any force behind the swing without throwing themselves forward and off-balance, fucking up the trajectory and making it impossible for them to recover. If you find that boxing is not enough, and in my opinion it is, I'd look for a school that teaches submission grappling -- without gi's, in street clothes. Often this is going to be a school that also teaches either BJJ or Judo. At the end of the day, all that is relevant is the instructor. While TKD is generally considered, from small schools to the multinational federations, to be ultimately useless, I can say that I have seen a few TKD instructors who taught something much closer to Shotokan Karate. I've seen awful, just fucking horrendous Muay Thai and BJJ instructors. I trained under an
amazing Hapkido instructor, who taught nothing resembling Aikido or TKD, and taught something that just ravaged me on a daily basis almost more than the time I spent in Muay Thai. Krav Maga is one of "those" arts, like Wushu (and Kung Fu in general), where 99% of the people who are teaching it are going to be obnoxious jack-offs who spent a few years training under obnoxious jack-offs and eventually got a blackbelt from the internet from some shell company in another country. Once you get through boxing, find some schools locally and visit Bullshido.com. Get some opinions, find out the reputations of some guys. It's the instructor, not the art.
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Originally Posted by
Magician 
I understand the Isreali Krav Maga is a practical close-combat martial art. IIRC it is actually taught and utilized by the Isreali army. It also deals with close-combat weapons like knives, which probably icnreases the real world value.
Almost impossible to find a good instructor, and the only weapon defense (especially knife) is called "running the fuck away." You find a way to get away from the situation without totally exposing your back. Escape, period. There is no knife defense that does not amount to grappling while trying to avoid getting fucking stabbed. Krav Maga is essentially useless if only because it cannot be learned, because you cannot find anyone to teach it to you. There is almost no standardization, it comes down to the experience of individual people. Some have spent years training in various arts, learning grappling, learning holds, they've been in the military, they've been in dangerous situations. It's a malleable martial art. I can recall, off-hand, two instructors in the United States I have heard the names of in a positive context, and I can't even remember what they were.