Training Brazilian Jiu-Jitsu is one of the better choices I've made in life. It's not only learning self-defense that makes it great, but it's also fun, keeps me fit, and allows me to socialize and make friends. As someone that's 200 lbs and 6' 4", it's a humbling experience when I've been overpowered by someone smaller, lighter, and not as strong as I am. There is no doubt that Jiu-Jitsu pushes you to your physical limits - both strength and endurance. In addition to that, it teaches you to keep calm in dire situations.
I've also had the benefit of meeting some cool people. I didn't begin training with the intention of making friends or being a part of a community, but the more I trained the more I got to meet (and be strangled by) really great people.
Obviously, there's also the self-defense aspect. Grappling is fundamental to learning self-defense, and although I've trained a bit in striking (specifically Muay Thai), jiu-jitsu is far safer than other forms of combat martial arts in that risk of serious injury is minimal. Sam Harris wrote an excellent essay on his experiences with Brazilian Jiu-Jitsu which I highly recommend titled "The Pleasures of Drowning". He likened Jiu-Jitsu as learning to swim, except that with Jiu-Jitsu, you do indeed drown but you can learn from your mistakes.
