First, you’ve received some great advice so far physicality, so I’m not going to repeat it yet again.
If your main goal is self defense then there are a few things that you should consider when making your choice that I don’t think have been addressed yet (quickly read through the thread, so if someone did mention them and I missed it then I apologize for not giving them credit):
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How old are you?
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What type of “neighborhood” do you reside in?
Keep in mind that different types of crimes are more or less common depending on a person’s gender, age, and socioeconomic status (an consequently the area that they live in many cases).
Statistically speaking most violent attacks on women (younger women anyhow) are committed by people who they know intimately (family members, spouses, boyfriends/dates) and not by complete strangers. Sure, being aware and not putting yourself in bad situations where you could be more apt to get attacked by total strangers is always a good idea. But, often times you may not see any signs of violence or have any alarms go off about someone until the attack has ensued. I’m not trying to scare you, just being honest.
Also, realize that the types of attacks that are likely to occur will happen at very, very close range, and may often times wind up (or even start) on the ground. Now, I’m a big fan of learning stand-up striking skills (boxing and Muay Thai/Kickboxing are two great ones, as are several TMA’s if you find the right teacher), but how much good is the ability to slip, bob and weave and punch really going to do in a potential date rape scenario? As uncomfortable as it may be at first, I’d strongly suggest learning some ground fighting (and grounded defense) skills.
Note that I didn’t say grappling (though that is a part of ground fighting and can definitely help); there is a difference. While learning more “complex effective” skill sets like arm bars, triangle chokes, etc… can improve your arsenal of potential ways to escape from, immobilize or even kill an attacker those really aren’t the things which you are most likely going to be pulling off effectively (without a LOT of training) against a much bigger, stronger, motivated attacker. What’s going to be the highest percentage things for a smaller person such as yourself are going to be the most “vicious” (as Miss P mentioned). That means stuff like biting, eye attacks, body handles, maybe some small digit manipulation (finger locks), improvised weapons (keys, pens, kubotan, etc…), maybe some pain points (nerve attacks), and striking with the hard/durable parts of your body (elbows/forearms, knees, palm heel, maybe even head) combined with some simple yet effective escapes (taught in just about any good grappling system).
Like Miss P stated above, your best self defense tactics though are going to be setting boundaries (using things like speech, body language, and intonation) and developing a willingness to survive. If you don’t portray yourself as a victim, but instead as a “bad target”, then you are less likely to be targeted. So, make sure that whatever art you choose to do addresses the psychological, cerebral, verbal, and postural side of self defense. Not letting the fight become physical in the first place is always the best/safest course of action. Even if it does become physical though, there is no reason to stop using those skills.
A number of years back a woman attended a weekend long seminar with Tony Blauer on cerebral self defense. All through out the seminar Tony kept harping on the fact that a person’s mind is actually their best weapon, not necessarily any part of their body or skill set.
Well, a couple weeks after the seminar this woman went out on a blind date. She was having a great time, the guy seemed really nice, and after leaving dinner she decided to have them stop by her apartment so she could fix up her make-up before they headed on to their next destination. She left him sitting in the bedroom and she went into the bathroom to freshen up.
In the midst of re-applying her make-up and looking into her purse to find something she suddenly got an eerie feeling and looked up at the mirror to see her date standing behind her in the doorway, just staring at her. Before she could ask, “what are you doing?” he had grabbed her, threw her to the floor and preceded to start to rape her.
Thinking back about what Tony had said she thought fast and said, “what are you doing?” Her attacker paused for a minute, grabbed her wrists to prevent her from using them and knelt on her leg to prevent her from being able to kick him or knee him with either leg. He looked at her for a couple seconds, then continue his attack. Again, she ask “what are you doing?!” this time more forcefully and followed it with “do you want to do this here or in the bedroom?”
Upon hearing this the attacker paused, let go of her wrists and started to get up to head into the bedroom. As soon as the opportunity arose she kicked him as hard as she could in the testicles, pushed him away and ran out of the apartment as quickly as she could to saftey.
In this case a smaller, weaker woman overcame a larger, stronger man not because she was some bad ass black belt or professional fighter (which by the way certainly couldn’t hurt), but because she used her greatest weapon against him (her mind/imagination) and outsmarted him. She understood what he wanted and used it against him to get him to let his guard down just long enough to where she could actually use some physical skills and then got the hell out of dodge as soon as she could. That understanding of women’s self defense is what you should be looking for IMO when observing schools. If, once having developed a solid understanding of this reality you wanted to further your training/expand your skill sets with things like boxing, Muay Thai, BJJ/wrestling/Judo (more than just a few very basic escapes), or TMA’s like Wing Chun, Shotokan, Kyokushin, JJJ, etc… then by all means do so.
If there is no such place in your area, then I’d probably pick either Muay Thai or BJJ/Judo/Wrestling as those are going to best address the situations that you are likely to wind up in (very close range, probably already entangled, and quite possibly either going to or on the ground) IMO.