You are probably a busy person with very limited time/money and you want to focus on ONE martial arts style.  This is a good attitude since to excel at any style you need to practice it at least 2x a week.  Start with a style in the BASIC section before venturing out into the ADVANCED styles.  ADVANCED classes are also more expensive to take and harder to find locally.

So here is the rundown of the different styles...

BASIC STYLES

Tae Kwon Do - VERY popular.  Lots of kids take this.  This style emphasizes kicking, although they do cover all the basic self defense stuff like punching and such.  Some people might say this style is more of a sport then a combat art but I believe a great fighter can make it quite painful.  I had LOTS of fun in this class! Great workout !  I recommend this one if you are new to martial arts.

Japanese Karate - This is a very well rounded style.  Your punches and kicks are both equally very powerful.  Some of the kicks resemble the ones you will see in Tae Kwon Do.  They practice what they call Katas.  This is also a good style to start out martials arts with.

Kung Fu - This style emphasizes the art of animals into combat.  You will learn different "forms" instead of katas.  Forms have names like baby monkey and white crane and such... a waste of money to be honest.  Avoid this one.  It is like ballet for guys.  I practiced this style for over 2 years before jumping into hockey, you learn more self defense in hockey then you would in Kung Fu.

Western Boxing - This is the same kind of boxing you see on ESPN friday night fights.  Boxing is an amazing workout and effective combat art.  Once a boxer learns to manupulate the gap he/she can end a fight very quickly!  Boxers will knock your face in if you let them, if you cover your face then they will light up your ribs until you open your face.  Huge weakness is if you get a boxer on the ground... they can't do anything...  no hip rotation available to throw an effective punch.

American Kickboxing - This is highly recommended for beginners since it teaches very fundamentals stuff that can be easily applied in a real fight situation.  No fancy pretty katas to perform... just straight up training to fight.  Stand up striking with punches and kicks.  I highly recommend kickboxers to go on to Muay Thai after a couple years.

ADVANCED STYLES

Brazilian Jiu-Jitsu - This is the ground submission fighting style.  If you have wrestling expereince then you will naturally gravitate towards this style.  You are on the ground ALOT...but so is every single fight I have ever seen at a party or bar.  Since fights end up on the ground why not get great at it down there?  This style is extrememly effective.  UFC had a tournament in the first years to pit different styles against each other to see which is superior and Brazilian Jiu-Jitsu has been proven as such till this day.  I highly recommend this one.  Being on the ground is uncomfortable at first but you will get use to it and next thing you know you are natural on the ground.  In a real fight; all you have to do is take the person down (which is alot easier then you think) then they are in your field... think a 13 year old olympic swimmer attacking a boxer who cannot swim in the middle of the pool.  Swimmer wins... you'll win.

Muay Thai Kickboxing - This is a VERY aggressive martial art style.  This is not recommended for beginners.  This style uses the art of  using the knees and elbows as well as the fist and legs. aka Art of 8 limbs.  Everything is very powerful in this class as well as the instructors not being very kind most times.  The most basic roundhouse kick you learn will be strong enough to break someone's ribs and even kill someone if they are kicked in the head.
Mix this with Brazilian Jiu Jitsu and I seriously doubt anyone can kick your butt.  Make sure you have prior martial arts experience before jumping into this one.  The current Pride FC champion is a Muay Thai fighter named Wanderlei Silva.   He is vicious !

Jeet Kune Do (JKD) - yes, Bruce Lee started in Kung Fu but it is a common misunderstanding that this was his primary style.  His style is actually Jeet Kune Do which he created himself.  This is a hybrid of different fighting styles put together (western boxing, fencing, kung fu, karate, greco-roman wrestling etc).  This is actually a very effective fighting style, just like Hawaiian Kempo, but is VERY VERY hard to find a school near you.

Hawaiian Kempo - Very effective!!  This is alot like Jeet Kune Do, a hybrid of different styles of fighing which includes stand up strikes from kickboxing and ground work from grappling.  VERY hard to find a school close by since this is taught in only 2 gyms in the USA... in Hawaii and California.  Current UFC champion is Chuck Liddell, a Hawaiian Kempo fighter who trains at The Pit.

I will have more to come !!