I love Capoeira and I would be in it right now if anyone was offering to teach it. I do agree with Kupek that BJJ and Muay Thai are the best common forms of self defense. Judo is good to know too, it is a fighting style that focuses on controlling the three centers of gravity (yours, your oponents, and the center of gravity between you two). Muay Thai is my preferred martial art mainly because I feel most confident with it (I've done it for a long time). I have also done Taekwando and Karate which are better sporting styles. Muay Thai incorporates knees and elbows, as well as grapples and various types of holds, as well as manipulating opponents. Also, Muay Thai, at least the way I have been taught, incorporates conditioning excersizes used to strengthen the bones and muscles.
Essentially how conditioning works is that others will pound on you with increasing pressure. This works to actually damage the bone and muscle tissue, but it will heal back stronger, it is essetnially like giving your skeletal system a work out. Once you have mastered the art of taking a hit (a large part of it is knowing when to deflate your lungs), you can even take a bat or chain to the ribs without them breaking because of the breathing and because of the strength of them. Conditioning also works to strengthen the striking bones, your shins can become like baseball bats themselves, and your knuckles, which can acquire the same sort of pressure that you can now use with a hammer, a hammer swung at wood can dent it, it's within human potential for a punch to do the same; just watch a martial arts competition (Karate in particular). So just think about it this way, a good fighter can be carrying a hammer and a bat in his shins and his fists, you don't want to get hit =)
It might seem hard to get into at first, hold on for 2-6 months or so, and improving your body and combat skills will become an addiction or an obsession.
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