If you want to be good at *fencing*, do stick fighting, especially filipino. Kali and Escrima are good choices there.
A few words of advice though, especially in Taijutsu (or at least what I've experienced): Beware of Bullshidos and McDojos. Really. At least 5 taijutsu clubs have popped up in my neighborhood in the past six months, and it's starting to make me doubt how serious they really are. Also, if a club charges a lot of money, like more than $250 (I'd say $200 is pretty standard), and wants the money right away before you start, it might be a McDojo, i.e it values money over training, and just not worth the effort.
Another sign that it's a poor club, if it's a ranked martial art like karate or tae kwon do, is the amount of kids during training, especially kids with black belts, which shouldn't exist in a serious club. The black belt shouldn't be awarded to ANYONE under the age of at least 18.
The only solution to finding a good club/martial art IMO, is to train a couple of times at a few different places, and then decide which one you like most (usually this is free).
Try Taijutsu or Krav maga, by all means. They're some of the dirtiest fighting styles.
But don't get your hopes up too much on Krav maga. In most civilized countries (not sure about the whacky states), they don't teach you real krav maga (i.e neckbreaks, deadly stuff, ...) that they teach Israeli special forces. They're restricted to teaching you what's necessary in self defense in a Western urban environment.
King of Creation said:
We're taught how to kill our opponents.
I for one don't really see the point of this. Especially in jiu jitsu, which is meant to be peaceful and not harmful. Maybe in striking martial arts the only way to truly disable your opponent is to kill him (I guess it very rarely comes to that anyway), but if you've already taken him down with a throw or whatever, and he dropped whatever weapon he carried, there's really no point in killing him. Teaching how to kill makes sense for military special forces training, but I find it to be out of place in a civilian environment.
Also, in many countries, at least European ones, there's a proportionality in the right to self-defense. If you intentionally use more violence than necessary, especially if you're proficient in the martial arts, you will be charged in turn.