I would buy a gun. Remember that scene in Raiders of the Lost Ark where Harrison Ford shot that guy who was doing all that fancy martial arts work? If there is even a small range involved, a gun will beat any sort of hand to hand combat skill either you or your assailant will possess.
That being said, I have done a little work in martial arts and would recommend getting involved in either a good MMA gym or studying kenpo. There is an element in a lot of martial arts gyms that turn them in to "belt factories", but I was really happy with the kenpo instruction I got and felt like soke was very knowledge and a great street fighting/self defense teacher.
I would stay away from TAEKWONDO, Kick boxing, and other things of that nature.
I would first recommend getting a gun and learning how to shoot it. And then learning either some form of MMA or kenpo.