This came up in the thread about exercise. MA is a great way to get exercise among other things and it seems that many of our members have some training, some in multiple disciplines.  
 
So what have you been trained in (or want to be trained in)?  What future plans do you have for MA? What do you recommend for somebody considering getting training? and (optional) about how much should you expect to pay a month?
 
I've had a couple of years training in Tae Kwon Do and Krav Maga. So really, next to nothing. I know enough to be dangerous to myself.  Personally, I really liked that balance in training. TKD was more formal training (technique, sparring, forms) while Krav was more self defense oriented (a lot of padwork and drills). The two mentalities were very different and I think the balance was very good.  
 
I'd like to get more training, but it is expensive. I'd be interested in continuing TKD or Krav, but I've also been interested in beginning Filipeno MA or Kendo. Really, I'd be happy to train in anything I just don't have the disposable income for it right now.  
 
For somebody interested in getting some MA training I tentatively agree with Jet Li's character in fearless that all the arts are equal, what matters is the skill of the practitioner.  So if you have your heart set on learning Brazilian Jujistu and no one near you teaches it, go ahead and begin training in something else. Also, if the gym advertises MMA and that's it, think long and hard before going there. MMA is popular right now and there are plenty of idiots running MMA gyms that don't really have the knowledge or skill to be teaching. I'm sure there are also good programs, but be careful.

I've been "involved" with martial arts for a very long time; since my days as a skinny little kid in elementary school in the 50s.    
There was essentially no MA training available then.  Judo was just beginning to get the public's attention, via returning servicemen from Japan and other Asian locales.   Karate would not show up till a bit later, at least in terms of public awareness.
I started fooling around with "ju-jitsu" techniques I found in an old book written by a British fellow who had worked with the police in Hong Kong.   My friends and I would practice the simple locks, holds, and escapes illustrated in the books.
 
When I was a teen, we began to get some public awareness of other arts, and I started working from the early books provided by the somewhat-quirky Bruce Tegner.
Bruce had some minor fame as a West-coast instructor who taught the Nelson boys.  (That's as in Ricky and David...)    I didn't realize it then, of course, but good 'ol Bruce apparently made up a lot of stuff out of whole cloth and his books are considered rather humorous now...
However, I dutifully practiced the various strikes and kicks and also began working with striking posts and heavy bags and the ball-on-a-string target.
Even at that stage I was quite handy with my feet, fast and accurate.
 
In the army, I was exposed to individuals who had actually had some real training.  That led me to realize how far afield some of my home-schoolin' stuff was!
Still, I was able to get in some practical sparring with a wide variety of folks.   I also got the excellent book on the Shorinryu style that was put up "officially" by that particular school in Japan to "preserve the art".
 
I also started working with bladed weapons.
 
When I got out of the army and started my police career in '68, I was appalled at the lack of "defensive tactics" training.   Essentially, you were encouraged to whack people over the head with the nightstick you were supposed to buy.
I had already had some exposure to Asian stick-fighting techniques and was not impressed.
 
Like many other officers wanting some more practical work, I went looking for my first commercial martial arts training and there wasn't that much available.  I settled on a TKD studio that was near my home and had a really good instructor.   Rose to brown-belt level and could have taken the black-belt test at any time when I realized that TKD was going in an entirely impractical competition-oriented direction and left that style.
Got exposed to Jeet Kun Do and through that Filipino martial arts. Attended the big travelling seminar put on by Dan Inosanto, Stephen Hayes, and several other stylists... That would have been in the mid-80s.
Very impressive.
Spent a lot of time working with Lee's JKD principals and Filipino stick and knife work.
 
Now, getting on a bit and with creaky joints, I'm more inclined to let my "tools" work for me if necessary.  Glock-fu trumps all...
 
Getting long, here... But:
 
For the individual wanting to get into MA, I would first ask him/her what they wanted.   Physical exercise?   Learning an skill/art?   Competition and trophies?   Practical self-defense?    
So many different arts and styles nowadays, and so much competition.   Also, so much nonsense...
People promoting all sorts of tradition-based "woo"....Phony instructors out to get your money, "mall ninjas", etc.
For the individual wanting to learn a skillful art, and who has the body type, the modern, gymnastics forms of Kung Fu and their various weapons sets are spectacular.  Totally useless for fighting, but the skill level required is extreme.
For practical fighting, Krav Maga, Kenpo karate, FMA (Filipino arts) or JKD are all very good.   Finding a real, qualified JKD instructor is not easy.  It's amazing how many "first generation" pupils Bruce Lee had; almost as many as attended Woodstock if you get my meaning.
Before signing up for JKD courses, obtain and read Lee's "Tao Of Jeet Kun Do" and his fighting method books (Usually obtainable from your library).  See how well the class is adhering to Lee's principals.
 
I actually saw a post on a martial-arts forum about a JKD "school" where the students were doing "forms".
Lee would be spinning in his grave.

 My first instructor was John Korab, who was also one of Joe Lewis's first instructors.  Korab is my vague, second hand Bruce Lee connection.  I was extremely lucky to have stumbled across him.  At the time all I knew about him was that he was this really cool Karate guy.  I had no idea of his pedigree.  He taught us traditional Tae Kwon Do along side of a system he'd invented himself called Street Fighting.  We also learned a little boxing. The Tae Kwon Do was good for teaching discipline and building our strength and flexibility but as you know it might not be perfect in a real fight for your life; hands held low, no lateral movement, etc..    Street Fighting was basically very dirty fighting to keep you alive in a situation.  It had nothing to do with honor or sport.. it was some foul stuff.  Techniques for eye gouging, where to bite to incur the most damage, etc.. that sort of thing.  
    This was an excellent base for me.  After that I learned a bit from many different styles from many different people in the army.  We learned some Judo in MP school or AIT.  I learned some Kung Fu from the guy who bunked under me in MP school, Mickey Price.  He was a 6th degree black belt.  I still have a big scar on my chest from his training.  I learned some Hapkido in Korea, but I found it to be more flash than substance.  In all fairness, that may have just been my instructor, Major Song, from the South Korean army.  I picked up a lot of other techniques from free sparring with who ever would spar with me. Lots of guys were into martial arts in the service.  
   Also, being an MP, I'd occasionally get the opportunity to use what I'd learned while performing my duties.  We were taught to use minimum force necessary, but it was still very helpful being trained.
   It was a very well rounded education.  Sadly, I don't know where Korab is now.  He'd have to be near seventy, I guess.  I don't know if anyone teaches his Street Fighting.  I hope someone somewhere does because it was excellent.  
   What Dan wrote is oh so true: "In any martial art, there are a lot of studios that wouldn't benefit you so be selective."

  I think that with Kung Fu or any style of martial arts, the quality of the various schools differs wildly.  The guy who introduced me to Kung Fu was very impressive.  I sparred him every day for two months and never once scored a point.  He was that good.  I never saw him wear a silk belt.  
   But that's not why I'm posting right now.  I found someone who is carrying on Korab's teachings:
http://www.dojos.com/martial-artstc/index.htm
   If anyone lives near Delaware and wants to learn some real chit check this out!!!  If this is anything like what Korab taught I can't recommend it strongly enough.  If absolutely changed my life.

Tho not a commonly known martial art but any form of sword skill (European Martial Arts) can be beneficial. Having slung a "stick" in the SCA and similar groups has given me a skill with anything from a dagger up to a pole arm in size.  
 
http://www.bellatrix.org/school/

Regarding "Kung Fu"....  Maybe 20 years ago, the publication "Inside Kung Fu" ran a series of educational/historical articles that were quite good.
There are over 2000 known schools or styles of Chinese martial arts.   Some of these are "complete" systems with standardized forms, organizations, etc.  
Some merely consist of a few techniques that were often kept secret or taught only to a few.
 
China has officially tried to distance itself from it's rather wild and wooly past and now discourages the teaching of practical fighting arts.  Instead, they have lumped a number of techniques and styles into what they are calling "traditional arts".    This consists of flashy, gymnastic forms and spectacular weapon sets that also generally include music.   Not practical fighting methods at all but very demanding; they require a great deal of physical skill.
 
The commercialized "Shaolin" temple training bears about as much relationship to any actual historical fighting arts as foil-fencing does to medieval swordplay.
 
The Chinese have traditionally separated "external" arts (that require muscular strength) and "internal" arts which are supposed to function with that mysterious "chi" energy.   A lot of Chinese training also involves the intake of traditional herbal medicines and concoctions which are supposed to promote health.
(note...I do not believe in "chi" or "Ki")
 
The martial-arts scene that existed in the early part of the 20th century is the stuff that so many of those kung-fu movies are made of.   Instructors challenging each other to fight for prestige and students, unsanctioned underground fights between schools, kung-fu fighters hired as security guards for all manner of things...  Involvement in politics and revolutions.... Recall the "boxer rebellion" with the Society of harmonious fists and all that.... "boxing" was what the Westerners called Chinese martial arts back then.

The Filipino arts are nice because they essentially teach principals. Theoretically, every movement or strike or deflection is equally applicable if you are unarmed, or armed with basically any weapon.
It's said that a trained fighter can pick up literally any weapon and use it effectively.   Maybe not in the particular style, but effectively.  
 
Dan Inosanto has an excellent book, "The Filipino Martial Arts", which I recommend.  Clear, well written, and Inosanto is a good teacher.  I had the pleasure of meeting him at the seminar I mentioned.

If you really want to expand your knowledge on the FMA stick fighting. I'd suggest looking for a few seminars. You'll probably start out doing flow drills for a while cuase that's just what they always do, but then you can get some really cool disarms and things you never would have thought of that work really well. My mom and oldest sister went to one in pittsburg with Grandmaster Cacoy (one of the original 12 guys from Doce Pares) and came back overflowing with information and were really excited with all the things they learned. I would think if you did a few of these, it'd be better than any book or DVD.