I would be very careful about going to a self defense class or workshop . . . simply because I've seen an awful lot of these 'self-defense' classes that teach nothing of value. Often they teach techniques that aren't actually effective, they tend to gloss over important details, they rarely have people practicing against full/hard resistance, and they tend to be things that people do for a couple days and then never really think about again. All of this works against you in a self defense situation. To be able to use a martial art for self defense, you need to know the techniques well enough that they are automatic and second nature, to have experience using the techniques against an opponent who is resisting pretty hard, and to be in good enough physical shape to perform the technique with appropriate speed/power. Learning a simple technique really, really well is almost always better than learning a complicated technique OK . . . because under stress you will lose a lot of your ability to think as adrenalin dumps into your body. It's rare that I've seen 'self defense' classes that teach in ways that seem conducive to any of this.
I have tried out a lot of different martial arts over the past three decades . . . Aikido, Kosen Judo, Wrestling, Brazilian Jiu-Jitsu, Japanese Jiu-Jitsu, Thai Boxing, boxing, Taekwondo (WTF), Savate, and Wing Chun. All of them were fun and they each have cool things that they teach you.
For self-defense, I'd say that Judo, Brazilian Jiu-Jitsu, Wrestling, Boxing, and Muay Thai were the most clearly effective. You regularly will find yourself using the techniques that you learn against someone who is fighting back hard. Boxing, Wrestling, and Thai Boxing had the most physically demanding workouts. I found that Judo, Wrestling, and BJJ were more effective against bigger guys. With BJJ in particular I found many techniques that let me control someone who outweighed me by seventy or eighty pounds on the ground . . . with boxing and thai boxing a much bigger guy going hard was always scary to spar against. It's too easy to get rocked by a punch and find yourself in trouble. What boxing taught me though was how to attack aggressively to keep an opponent off-balance, and to get past the fear/panic when you've been hit and are in pain.
That's some general advice regarding different styles, but all of the above advice has to come with a gigantic asterisk. Everything is instructor and gym dependent. There are judo and BJJ gyms that mostly train for competition which will be far inferior for self defense to gyms where the instructor occasionally focuses on more real-world type. There are Thai boxing places where you never spar . . . and thus never learn to apply the techniques learned. There are fitness boxing gyms where you're doing more aerobics than marital art. You really need to sit in for a few classes, talk with the instructor and see if a gym is a match for what you want. But if you can't find a place that's heavily oriented towards self-defense don't despair - it's possible for you (as a determined student) to always run the stuff you're learning through a 'could I do this in a dark alley' filter and focus on the stuff that seems most effective to you.
I do believe that a martial art can help with self defense, but it's definitely not going to be a magic bullet. A really, really well trained 50 year old 100 lb woman is still going to be at a serious disadvantage to a 200lb 20 year old guy. What the martial art should do is give you a fighting chance to create enough of an opening to run the fuck away, and some hope of getting out of a bad situation if you get stuck in one. There's a reason you start every martial arts class by running - it's the single most effective method of self defense. :P
