Similar to shooting, especially if self defence is a key consideration, get training! Be consistent.
Hear many folks debating which is best, including martial arts and shooting. Most never will get out and get training. For martial arts, any training is better than none. Would Jack of All Trades beat the Master of One? Maybe. . . depends on if it's a true master.
I've taken many over the years. A while back, I was taking one class with an instructor who had a lot of technical and practical skills and good at instruction. A bunch of my friends got into it and got really involved with the school. However, it was apparent that this person's ego was tremendous, often needing to beat their own drum of how good they are. That drove people away. Since the class that my group of friends got into was separate from the main discipline, we didn't notice much at first, but it eventually bled over. We all eventually left, and with some regulars that were there prior, started training together on our own. That was some of the best training I've ever had.
Most recently, I got into BJJ. One of my best friend's kids got into it first, then eventually he and his wife too. The professor is a real deal, multi-time high level champ. His skill is apparent, even 2-3 years removed from competition. Yet he is very humble, using his personality and welcoming and family environment to bring folks in, which is why I stuck with them.
Is BJJ the best for SD? I think need some level of striking is needed. I know a few folks that train at the muay thai place mentioned. I thought most of them were pretty darn cool.