It really all depends on what you are aiming for. Ignore the spelling problems I may have.
Most of the time, the classes that are going to be offered in your area are going to be:
Karate
Kung Fu
Tae Kwan Do
Akido
Judo
I've taken all these a few more so here are my insights.
Karate is a general all-around style. Useful for getting you in shape, learning some practical self defense, learning some stuff to show off with like Kata's, and decent enough for competitions. This is for most karate styles taught in America. You go over seas to Okinowa, you can get into the hardcore karate. There it's all about body strengthing. From day one, you start beating yourself up, literally, to get your body to grow back stronger. I saw videos of guys in a training yard holding 75 pound barrels attached to a rope above their heads and having it slam repeatedly into their bodies for hours on end. You won't get anything that extreme here in the states.
Kung Fu is similar to karate, despite what people will tell you. Like karate, you learn various hand strikes, kicks, throws, and grapples. Too me, kung fu feels a bit more flowery though with some of the positions for "showing off" which reminds me of Tai Chi. Still, like karate it's an all-arounder art.
Tae Kwan Do. Yes, it's mostly kicks. In the states, if you go to a "school" they tend to teach you based on competition rules and sets. You get in GREAT shape. Tae Kwan Do has way more aerial acrobatics involved and youd be surprised how much energy it takes to have most of your moves be done with kicks. I've found TKD to be one of the most endurance building styles. Not to say that any other style can't, just TKD requires a bit more from you from the outset at a good school. As some have stated, they feel like TKD isn't really suited to self defense and fighting in the "street." While that tends to be true of American taught schools, which is what you are going to run into around here most of the time, that isn't a true statement. Just because TKD focuses on kicking attacks for competitions doesn't mean it's all kicks. TKD does have plenty of close range attacks and grapples. One of the reasons I got into TKD as a kid was because one of my neighbors when I was a kid, some 20 something year old dude in the military while I was 8, learned TKD in korea all his life. He was showing me some of the stuff he learned there and his "battle scars." He has a missing left thumb, a couple bullet holes, and some other things because as he put it, he got in plenty of street fights with multiple opponents. He said killed people with TKD because that's all he knows in self defense. As a kid, and still now, I have no way to validate his claims but to take them at face value but he was alive, had the scars to show, and did only know TKD. I also learned later some of the things TKD teaches back in Korea. It can get pretty hardcore.
Akido, and really Judo, are all about being in close to an opponent. Think of it as asain style wrestling. Not your Stone Cold Steve Austin wrestling, but real wrestling. There are very few strikes involved with either of these. Akido tends to focus on pins, locks, and grapples, while Judo on throws and grapples. Many people in the states tend to take one of these AND another martial arts that lacks close quarter combat training, such as TKD as it is taught in the states. The cool thing about these classes, is they start hands on and with you squaring off against people. You literally can't do anything unless you have another person as a partner to train with. Learning a grab or a throw can't be taught like punching and kicking can. You can learn a punch by punching air, you can't learn a throw by throwing air. Doesn't work. This is why to many people, these are really fun martial skills to learn.
As I said, these are the common martial art forms found just about everywhere. I've taken others and if you have them in your area I'll give my experience on them.
Doo Hop Sul
Kendo
Koryu Bujutsu
Kali
SCA (yah, I don't know what you'd call the form but I'll explain)
Capuara (brazillian street fighting and I know I spelled it wrong)
Now, the first 5 in that list are weapon styles. Capuara (I was NEVER really good at this) I have only a little bit of experience but many friends that take it.
Doo Hop Dul is what you would call an all-around weapon style. It teach MANY different forms of attacked based on what you put your hands on. Poles, spears, swords, daggers, staves, or whatever. It doesn't get into throwing weapons that much, but there is a little bit of training on it. The great thing about DHS is that there isn't one weapon of focus. My instructor used to bring 5 gym bags loaded with crap. Many of the attacks and strikes can be used with multiple weapon types. The style focuses on body control and balance against a weapon and how to flow with a weapon in a fight. This makes it great for endurance training, some decent weapon training, some decent self defense as you can pick up WHATEVER you can find and use it that is nearby if you are in a situation. It's not really that great for competitions as it doesn't focus on set strikes for a particular weapon.
Kendo, is the japanese sword fighting style. This style tends to be combined with bujutsu for learning the ways of a samurai. Kendo focuses solely upon attacks with a sword and the bujutsu does some sword skills but body "throws" and movement. This can be a very competition based and very PAINFUL art form. This skill doesn't tend to be as practical for self defense, unless you carry a sword or weighted stick around with you all the time. Which is why the bujutsu is taught with it. Also, don't expect to be paired up with another until you learn "not to hurt yourself" first with your own stick. This can be frustrating for people wanting to dive headlong in.
Kali.... is definately NOT for the faint of heart. It's filipino stick fighting and it's suppose to be taught WITHOUT protection. This is a street fighting style as it teaches you to pick up WHATEVER you can find and beat your opponents head in with it. Surprisingly enough, there are competitions for this style done quite frequently around the states. Of course, in the states, they do tend to use protection. Even with protection, the frequency of broken bones is high. This style focuses on fast, furious, quick strikes with sticks! Hit hard, fast, and in spots meant to incapacitate while not being done in yourself. If you've ever seen a competition it might seem like 2 people without any training or regards to their own safety are WAILING on each other. Which is kind of what is going on, but there are quite a bit of defensive actions usually taking place. It's not all attacks. Oh yah, don't expect to be paired up with a partner right away when you start learning this unless they give you nerf bats. HEHE, that's what they gave me so my school was fun. Expect LOTS of bruises if you try this style. Most attacks though do focus on the upper body and the arms. This is where you are going to get plenty of pain.
SCA which is also the Society for Creative Anacronism. No, it's not a asain martial arts. And technically, you can join this "club" and not do any martial arts training. The club focuses on Ol' England style of living. However, while some like to join because they like say thee and thou, and making silly costumes, others like myself join to beat the crap out of others. One facet of recreating merry old England is to learn the old fighting styles of the knights back in the day. This is an EQUIPMENT based fighting style. Oh yes, people do get hurt even if they try to minimize it. The bare minimum armor you wear is a 12 guage steel helmet, hand gauntlets that transfer the force of a blow to your weapon and not your figners, elbow pads, and groin protection. Going with the bare minimum is going to be very painful so most people tend to wear more like chest protection. It is VERY rigid on safety requirements. This can be a very taxing style as most people wear way more than the minimum armor. You can wear up to a hundred pounds of stuff, plus be swinging away with a 4 foot long rattan "sword." This is actually very fun because usually from day one, assuming you have your equipment and it checks out, you can get right in from the get go and start smacking people around after you learn the "rules." Oh yes, this is competition or jousting based so there are certain rules in place to fighting in the SCA. So you can't go wily nily when you fight. If you did you'd get your butt kicked because they always pair you up with someone good when you are learning. This means you are likely to go home often with bruises EVERYWHERE and your ears ringing from being hit so many times in the head by the equivilant of a baseball bat. In this form of fighting you learn all weapon style fighting. No punches, kicks, grapples, or throws. You learn sword and shield, sword + sword, sword + axe, polearms, 2 handed swords, and pretty much any midevil style weapon found in europe.
Capuara, is alot like you see on TV. To me it seemed to combine dance with Tae Kwan Do. Alot of jumping around, flipping, and what I thought/felt was kinda useless. My friends tell me the real focus of this style is learning "rythm" of your body, your attacks, and of your opponent. The only thing I saw usefull was the sweeps. There are alot of leg sweep style attacks I saw. I'm not sure how competitive this style can be. Supposedly it's decent enough for street fighting, but I think the surprise factor of dancing around is what throws most people off. It sure is a showy style though and looks cool to watch people "warm up" or show off with if they are good with the style.
Last but not least, these are going to be 2 very common ones in the states:
Boxing
Kickboxing
I hope I dont need to explain these two. They are both very competitive skills. They at least get more air time and popularity then other fighting sports in the states.