There’s a great article on WikiHow on how to choose a martial art. It’s a great read for anyone who’s new to the martial arts world, but is looking to start training. Nicely done! I think I’d add one other step to it, though: do your homework. Any school should have a traceable lineage, showing where that school originated. Wikipedia and Google are great resources for tracking this back. Most schools showcase their lineages right on their web page, so go through it and verify their statements. Is their description consistent with views from people outside of their school and other independent sources? If their school is the only one mentioning their lineage, be wary. Google will also turn up “horror stories” for some purported martial arts.

See also: McDojo. Also, if you can’t find the art mentioned in the Martial Arts FAQ, you should definitely do more research before plunking your money down.