Well it all depends on what you are looking to achieve.
When it comes down to it you have to decide between the aggressive combat oriented martial arts and the ones who focus on violence being only the last option.
1. Many of the "newer" martial arts were developed by/for use in military and combat sports. They usually combine techniques from other martial arts, to make it's user superior in face of their enemy.
Examples are: Muay Thai/Boran, Krav Maga, Sambo
2. In most of the "older" martial arts, inflicting physical violence was not the focus. They were seen as a way of achieving mental and physical purity, and tried to show you a way of living in perfect harmony with yourself and your environment.
Examples are: Karate, Judo, Jujutsu, Akido
In the end it comes down to what you want to do ad how much time you want to invest. Any kind of combat sport will give you a boost in physical strength and confidence.
You also have to realize that there is no such thing as a "perfect" martial art. I have been doing Teakwondo for 5 years and i think it's awesome. But i decided about a year ago to take some boxing lessons as well.
Whatever you decide, try to find a school/training facility with a good reputation!! Because believe me there are many shitty ones out there! They should offer a free lesson for you to check it out and that should help you to figure out if it is what you have imagined.