Try Brazilian jujitsu, a form of martial arts designed not only to tone your muscles but also to teach you self-defense.
Although it can fit seamlessly into any modern exercise routine, jujitsu has a long and rich history.
Even before the samurai warriors of ancient Japan, jujitsulike forms were being developed in Asia and used in combat; the very first records of combative grappling can be traced back several centuries. There are no weapons used in jujitsu. The whole idea is to gain superior positioning and then to apply various holds, locks and joint manipulations on your opponent. The primary goal of this type of martial arts is not to cause physical damage to your opponents but rather for them to submit (via joint lock or choke), or to hold them in a position in which they can do no harm. In jujitsu, there is a great amount of emphasis on position strategy -- which fighter is on top and where each person's legs are.