You can't go wrong with Brazilian jiu-jitsu.  John Machaco had a school on Wilshire by what is now Busby's.  He's in Culver City now.  I have only trained with the Machado brothers, so I am spoiled by that and wouldn't train with a non-Machado with one exception.

If you choose jiu-jitsu, you'd be fine going with a Machado or Gracie affiliate.  I have always had a lingering interest in Krav Maga.  You may want to look into that too.

the yard in LA is a really good kick boxing academy. trainers there are really good from what I've heard.

Honestly, if you're looking for actual "self-defense", I'd stay away from BJJ.  It's VERY effective, however only against one attacker at a time.  The advantages of BJJ are that if you're skilled, you can defeat someone much bigger and stronger, but like I said only one at a time and you're guaranteed to end up on the ground.  
I agree for a woman looking for self defense Krav Maga might be the way to go.  You might also want to look into KFM (Keysi Fighting Method).  If you saw Batman Begins that was the fighting style he used.
As for me, the best martial art is firearm proficiency!

40 years. If that's the one you saw, he's well respected and he must be doing something right if he's been around that long.

Here's my take on it.  Most martial arts training is or can be good, but no system is superior to another, and they all have their limits.  BJJ (Brazilian Jujitsu) is amazing on the ground, but if there are two attackers, the last place you want to be is on the ground with them.  And if they are armed with blades, well, you are pretty much fucked.

Judo and the other jujitsu schools are similarly effective, within their limitations.  Grappling and throwing is study-intensive to learn and needs frequent practice.

Karate, Gung Fu, Jeet Kune Do, Hapkido, Muy Thai -- these are all terrific systems with great effectiveness, but they, too suffer from their limitations.  A BJJ guy will take a Hapkidoka to the ground and choke him out while he's still trying to figure out what happened.  On the other hand, a Karate guy might kick the shit out of the BJJ guy before HE has time to react and get him to the ground.

There are really exotic styles like Silat and Escrima (a stick fighting, primarily, school), and they are spectacular and effective and...yes, limited....

The bottom line is this: if you are willing to practice two or three or four times a week, you can be proficient in the basics of a style in a year or two.  Will you be combat ready for street attacks?  No, probably not, if the attacker is twice your size and has been hit all his life by an angry father and in bar room brawls -- hit a guy like that in the face, you're just gonna piss him off.  

The best thing is to find a class that trains you to remain calm in the face of attack.  One of the adrenaline-reaction schools that teaches you to avoid getting dragged into the van or the bushes, so that you can react properly so that you can ESCAPE.

Look there is a reason why there are weight classes in boxing and MMA (mixed martial arts).  It's because a twenty pound advantage is significant.  A 100 lb advantage is almost unsurmountable.  And even the best jujitsu practitioner is going to want to soften up a guy 100 lbs larger with some blows and kicks before he tries to choke him out.

That said, try good old American boxing -- great sport and a stiff jab or round house is a lot easier to land than a spinning, reverse bar leg kick.....  RT

offer practicing on someone in full body armor. Give you a true perspective of the limits of you punches, kicks, etc., and you become aware that there is a reason, even in MMA, that it's against the rules to gouge eyes, strike to the groin, and other techniques.

P.S. The above critiques of Brazilian Jui Jitsu are legitimate, however Japanese Jui Jitsu is design for more stand up combat, and with bigger and multiple attackers.

lovely allison for self defense the best is self defense systems tim plunkett and master myers, they are like myself former vietnam vets special forces
who teach true self defense, if one or more attackers or weapons or knives, they are the best.
if you need there pvt number pm me. good luck

Has a fairly short learning curve, very effective.

spray that shit.  use a whole can.  get sadistic.  be like Sunny Chiba...."if you got to fight, fight dirty"