I don't currently practice one, just moved to a town that barely has a gym.

I took a karate class for a little bit and then this MMA place that did different kinds of kickboxing for a good while.  

Muay Thai was my favorite but any kind of kickboxing is good for confidence, cardio, and sort of general getting into good shape stuff.  Karate is great too.  Karate is probably better if you have mobility issues or joint issues or need to start slower / feel self conscious about getting started.

Boxing can be great too.  Learning to punch right is a lot of fun and doing it in a group is a great way to burn calories and get better coordination.

If money is an issue and you have a space to exercise I'll happily shill P90X and you won't even end up in my downstream (that's a pyramid scheme joke)