Many people feel that the best martial art is the one that enables you to defend yourself the best. In my thirty-five years of experience, I've never seen anything better than Gracie jiu jitsu. My statement comes from experience.
This is a difficult question to approach. Realizing that every martial art practiced today has been tried and tested by time, one can assume that they all have some use. It is imperitive that, before choosing a martial art, you understand that regardless of a choice in style or technique, the individual will have their own potential. This potential can be reached through any fighting style and to even attempt to compare two, let alone every martial arts style is a frivolous endeavor. My advice would be to just throw away your inhibitions and choose a style. The worst thing you could do is be indecisive and let the power of your youth drift away.
Depends on what you need. Just as different exercises will give you different benefits, so, too, will different martial arts. Though most martial arts all descend from a root of self-defense, not all remain that way (or necessary make sense given the modern context). Some schools and styles focus heavily on meditative aspects, some on conditioning, some on weapons and drills, etc. Figure out what is the most important thing you're looking for, and then do some research.
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