I know I’m jumping into this conversation a bit late, but still better late then never.
Personally, for me, I tried KeNpo karate(not to be confused with keMpo). It worked out for a while, but then I began to lose intrest.
Now I see the point that you should not practice alone, but I do it and I haven’t hurt myself(though my form may be a bit off)
I do a combination of Budokon(which is a fusion of hatha(sp?) yoga and Tae Kwon Do) and I also do Tai Chi Chaun(but by a DVD)….so far they have really helped in my weight loss and defense awareness,but then again, thats just me!