What ever you decide on system wise, take classes. Hands on with a teacher and partner (or even better several partners of different sizes and skill levels) is the only way to learn. Research the class you take before hand and even go watch a few classes before signing up to see what they're doing. Then I recommend reading Sun Tzu and Ender's Game. Sun Tzu for strategy, and Ender's Game for the philosophy of self-defense.
_________________________
A gentleman should always be able to break his fast in the manner of a gentleman where so ever he may find himself.--Good Omens