I hold ranks in many martial arts. I grew up two blocks from the American Taekwondo Association, once the largest (possibly still) martial arts organization in the world. It is very effective, but very physical. I was fortunate later in life to study Aikido under Hiroshi Ikeda and Mitsugi Saotome, and I really fell in love with Aikido. It is very, very, very hard to learn if you are studying with a true shihan. There are many offshoots of the Aiki arts that are more physical, such as Daito Ryu, or Yoshinkan. I have studied about everything, and you can't really go wrong if you find a good teacher, that is the important part. There are only so many ways to hit somebody, and so many throws. You will find that many arts overlap considerably, even between cultures (chinese, japanese, korean, etc.). Having devoted over 25 years to study, I will give you the best advice I have learned: There is no silver bullet. You will never be able to kick everyone's butt no matter how much you train. Just like you can't train you way into the NFL unless you have size and speed, you can't make yourself bigger, stronger, or quicker than your body allows.
Taekwondo, Shoren Ryu, Karate Do, Tang Soo Do, Wing Chun, Kenpo, or any other striking art is a good foundation.
Hapkido, Aikido, Aiki Jujutsu, Daito Ryu, Judo, are good throwing arts and some mix punching and throwing.
I have gotten interested in Gracie style Jujutsu, having found that these guys can pin me no matter what I try.
Find a good teacher, learn all you can, and then move to something else, it is a lifetime journey.