The first thing to consider when the idea to join any form of martial art enters your mind: “Do I have the time/patience to commit to years of training?” If the answer is no, then I highly recommend looking into basic self-defense or kick boxing classes, these provide the workout of a higher energy martial art, in a less formal atmosphere, and often will help you learn effective ways to defend yourself if the need arises.
Know your local dojos:
If you do have the time/commitment to do a martial art, the most important thing is going to be deciding what style you feel will be the best fit for you personally, as well as what styles are offered in your area. Tae-Kwon-Do is a very popular martial art, and there are a large number of TKD studios in the United States.
Ninjutsu is a much less common martial art, and there are very few Ninjutsu dojos in The States. Other popular hand-to-hand combat martial-arts include: Karate (not to mistaken for martial arts in general, its a very specific style), Tai-Chi, Muay Thai, Kung-fu, Judo, and a large number of others.
Empirically narrow down which dojo is best:
Having now discovered the martial arts studios in your local area, it is important to visit them. Spend time each week watching a class, and talking to the head instructor (if possible, otherwise, any instructor.)
Things to look for are a clean studio, mats for the work out area, good instructors, and a teaching style that matches yours. Talk to the students, ask them about the martial arts place. The final thing to look at is price range: how much does the studio cost. Set up a budget, and avoid going over it when possible
Make a final decision based on data:
Rate each martial arts place by a star system, 1-5, or 1-10 stars, to organize your thoughts, and help make the most informed decision you can come to; nothing is a bigger waste than spending years at the first place you find and ending up unhappy.
This should be based on the factors of if you feel the instructors are good, the teaching style is what is right for you, and how you feel about the martial art. Whatever has the highest amount of stars will decide where you go, anything that goes over your budget should be counted out, or lifestyle changes can be made if you are truly serious about doing martial arts at a studio that cannot be afforded.