It's been a while since I've taken it, but Krav Maga is a fantastic, fun martial art. It is from Israel, and it comes from how they train their troops. The style is raw street-fighting, so you learn many ways to protect yourself in real life situations. In level one, you will learn a variety of methods of getting out of a choke hold, for example.
Krav Maga became a hot thing in Los Angeles due to celebrity interest but there are also studios around the country that offer it. I have taken classes at the main center in LA but also in Seattle and loved it in both places.
Although I have never studied Krav Maga, I have written several articles about the importance of stretching before and after a class or session, which involved learning more about the combat martial art.
Krav Maga also teaches how to disarm an attacker who is brandishing a gun or knife.