I've been in MA for a bit less than 10 years, and been in contact with a few different styles due to the nature of the discipline I practiced which is Yoseikan Budo.
It all depends on what your intentions are about training: general fitness or more muscularly or develop reflexes/etc, enhance self-confidence (NOT necessarily in a fight but in everyday life), want to learn a traditional ART, or more of a fighting technique that you can actually use, do you want to take part in competitions, usage of weapons or not ...?
all these questions, among others, should be answered at least partially. It can be quite hard when you've never been in close contact with any MA though, but a try worth it.
The best way to actually answer most of them is to actually try a course or two for free at different dojos. The style is one thing, but the Sensei (teacher) and classmates is another BIG factor that will determine if you'll appreciate it and learn from it.
Most Dojo will offer any newcomer at least a free course, without the need of wearing the Gi (mostly called kimono, which is not completely correct).
I personally would recommend Yoseikan Budo for different reasons and it's the style I know the most about so I can speak about experience.
Note that for that reason I might not be 100% objective but I'll try my best about this, keep this in mine while reading
YB is a modern and very versatile MA. In short, it's partly sport, partly Art. Tthere's competitions and such, that are NOT mandatory at all but there's also a large aspect linked to the ART of practicing MA, with a real good philosophy of partnership and the like.
It's widely derived from Aikido (the aikido part of YB is called Aikibudo, which is more realistic and efficient than traditional Aikido). It also borrows a lot of techniques from JuJutsu, various forms Karate, Judo, Tenshin Shoden Katori Shinto-ryu, iaido etc ...
In short, it means there're striking techniques, including pressure point manip., throws, including sutemi(sacrificial throws, very nice techniques

), joint-locking, armed combat (bo, jo, katana/bokken, tanto, saï, etc).
If you want an allround MA style, this is the one for you

It's direct history is quite recent, but it comes from a long run in its roots, coming from traditional styles, and it's in constant evolution.
I suggest you read this and its related articles:
http://en.wikipedia.org/wiki/Yoseikan_Budo
Here's a video that'll give you an preview of training and competitions:
http://www.youtube.com/watch?v=vSDyLY-KySo
(when they're wearing protection, it's during competitions, as the training are usually not as hardcore

)
hope you'll like
O.