In years past I've done some shotokan karate, tae-kwon-do, and Brazilian jiu-jitsu. And I wrestled in high-school.

All in all, I'm a fan of grappling oriented arts like BJJ, Judo, catch-wrestling, etc. But what art to study depends, in part, on what your goals are. Self defense? Fitness? Mental discipline? Making a living fighting in the UFC? Something more "spiritual"? Those choices could affect what makes sense for you.