martial arts/ self defense classes

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I think sometime this summer, I'd like to find a class where I can learn a martial art or kickboxing or something of that nature...

So, what is your favorite type, and why?

My cousins do Karate and Tae Kwon Do, and there is a Krav Maga studio near my house, but I have no idea what the differences are. I want to get exercise, and also learn to hold my own as a petite lady. I also kind of want to learn some of the non-violent aspects of a martial art too... Please give me your suggestions!