I've been doing Krav Maga, the martial art developed by the Israeli Defense Forces, for about 8 months now- I'm currently a yellow belt. (Order is different from most arts because the belts were only added to make it easier to figure out who belongs in what level classes. The order is white [actually no belt], yellow, orange, green, blue, brown, then black, followed by higher levels of black.
Krav Maga was designed to be a very practical art, so there are no katas or anything, only practical moves. As the head instructor of my school, a fifth degree black belt, (the highest ranking non-self ranked practitioner in the US)has said several time, Krav Maga teaches one how to conduct war on a personal level-there are no Krav Maga competitions. The goal is to make it that anyone who attacks you can't physically attack you any more. As such, many of the moves we do might be considered 'fighting dirty', aiming for weak points in an enemy, such as the eyes, nose, and especially the groin. Most techniques have a hit or kick to the groin somewhere in it.
The classes, between techniques and warm ups(which are done in a military style), can get you into shape fairly quickly, and its very satisfying learning things that are designed to be useful in real life situations. I highly recommend anyone interested in learning to defend themselves check it out, though you should do some research on the different Krav Maga organizations, since there are a few that aren't the real deal. KMF, the Krav Maga Federation, which has schools both in the US and Israel is well known to be the real thing, with nothing watered down.