I got into martial arts because as a hunt sab I was always getting into positions where people attempted to beat the shit out of me. It happens on demos too, but sabbing the Cheshire Forest for a couple of seasons really brought home to me how dangerous protest could be. Also, as a kid I was beaten a few times, and I had some very unfortunate experiences when I felt utterly helpless. I never wanted to feel that way again.
Anyway, about two years ago now I was badly beaten up by several police men at a demonstration. Fortunately the incident was caught on video, and the police doctor recorded my injuries, stating that they were consistent with my version of events. (The police were saying that I attacked them, and that I had no injuries, so the doctors report was a bit damning.) Given the weight of evidence they dropped charges against me (they had been going to charge me with assault if you can believe it) and I am now suing them for compensation. The reason I have my hair cut short these days is because the police grabbed me by the hair (amongst other things) and yanked me so hard from left to right that I got whiplash. It took me a while to get over the shock of this, but while I was recovering Séamus had started karate. I watched him learn, and wondered for the umpteenth time why I hadn't done it. So I finally got my act together and started learning.
Rochelle, I would learn whatever art appeals. Also, I would go for a teacher before the art concerned. If you find a teacher you can respect, then they can teach you. Someone could teach you Jeet Kun Do, but if they aren't Bruce Lee then you won't necessarily learn as well. (If I ever find a good teacher of Jeet Kun Do I would love to learn it.) On the other hand, you might find a little old Granny who teaches you the martial applications of Tai Chi and really get on with her. One move I learnt in Tai Chi has proved astonishingly useful on a number of occasions - I will just have to show you next time I see you.
Anyway, good luck. I am sure you will enjoy it when you have found the art that is right for you. Oh yeah, ask Steve what he thinks. He is a good teacher, and has been on this forum a few times. He has been talking about touring around teaching people self defence, and he would be a great place to start.