Martial arts is fine, but you want to be ready now- not in ten years after your 2nd level of enlightenment. So for someone seeking to be a harder target fast, I highly recommend the DVDs and classes by a narcotics agent called SouthNarc. His focus is not the fantasy contractor stuff so common today, but the civilian vs. criminal context. His premise is that basically every armed confrontation starts unarmed on the side of the defender. That is why pre-assault clues ("reading" criminals) and tactics as well as basic unarmed defense skills are so important.

Link to a review of his in extremis knife class:
SN Class Review

His website- lots of material there:
Shivworks

This might interest you too as it sorts out priorities in training:
Chris Fry Article