Well, i guess it depends on what you want form this "new" martial art... Do you have an old one also?
Anyway, if you just want to go to a McDojo for a little physical activity, not the art itself, any dojo will be fine... but i don't see the point of paying when you can do some sports on your own. Climbing (bouldering / artificial wall) for the upper body and mountain biking for the lower body should be a lot better than sparring 4 hours a week with people that never threw a punch in their lives.
If you want martial arts training for the art itself (you want to learn an effective fight system), the key is crosstraining: combine a good striking art and a good grappling art.
Since becoming an olympic sport TKD lost all of my trust. I see them as balet dancers in white robes

I never had the flexibility for spinning roundhouse kicks, so it always looked a little bit dodgy to me, but the purpose of their training really doesn't motivate me to try and understand their system. I always liked the systems that prepare you for everything, not just for competitions.
In my view, the best grappling art is ju jitsu (either brasilian or otherwise). As for a good striking art, the discussion is very long and boring. Japanese systems are average, some are above average, i see kyokushin as acceptable. Many chinese systems are too traditionalistic and oriented towards internal energy applications (taijiquan, hsing'i, ba gua). They are very hard to master, you become good after many years of practice. So i like southern external styles, easy to transform into military applications, like hung gar, wing chun or tiger claw. Stay away from very exotic animal forms
There's also qwan qi do (from vietnam via france) or krav maga (invented by the israelis) that i would consider worthy of my time.
As for south-east asia, muay thai is very good but you probably should go to thailand to learn it properly
Hope this helps...
edit: forgot to mention that choosing a dojo is not just choosing a martial art, there are many other factors. Go sit in on one of their classes and see what happens. If they don't allow that, fuck'em. If you don;t like what you see, go somewhere else. I don't like a dojo where 50 people line up in rows and do the same dumb move over and over again. Mostly i think effective teaching should be done with small classes and a lot of 2-people applications. Also, the dojo shouldn't use up too much time of a class with pushups ot other stuff, 5 minutes of warming is enough. You can go to the gym on your own to stay in shape. A martial arts master shoudn't see himself as your personal trainer.