Your option to learn new things is pretty limited.
Forms have some, limited value
Since you've mentioned kung fu as one of the directions you might go, there's plenty of video online of various forms and lots of books to back it up that you can do. This might help you develop leg strength and coordination, but your options for learning how it flows/feels in action is going to be limited. If you can find a few friends, there are often two-person drills you can do together which will be helpful as well.
There's tons of books and advice on conditioning exercises, which are things you can do all the time solo - low stances, line-drills, squats, varieties of push ups, exercises with "Stone locks" (AKA the original Kettlebells), a variety of weights (or bricks, even) and such. The physical conditioning is definitely something you can get into earlier and easier.
Expanding on what you already have
Depending on how good of a feel you got from Judo, you may be able to transfer some of that knowledge into what you study next - for example some Chin Na grappling training might feel a little similar and you can play with those drills to learn new movements.
One of the benefits to weapons is that you do get some good feel for momentum and movement work even training alone. "The weapon teaches you how to use it" is a pretty common experience. What you usually don't get as part of solo training is issues of shifting range, reading the opponent, defensive needs, etc. which are big deals.
There has sprung up a LOT of online sites from various teachers, lineages, or combative styles claiming to be able to give you tools and training from a distance. For me, I was fortunate enough to have several years of training in foundation in my style, so if I see video, I can figure out how to use new techniques or drills because I already have the core idea of how things should feel or move - I cannot say how well you'll be able to develop based on DVDs or online courses set up this way if you don't already have some good base.
On the other hand, all of those cost money and often a sizable sum at that. Certainly cheaper than actual classes, but still decently expensive.