The upfront caveat
You don't need a full school, or even a live teacher to learn -something- although if you can get a single person to train with, even if they are a beginner and even if you only get to practice with them once a month, it will help you immensely compared to training just by yourself.
The reason is that you will want to learn range, targeting, and how to read someone trying to be aggressive with you. You can't fully learn that with a bag, since, the bag doesn't duck, move or counterattack. You also can only really learn grappling of any type with a partner.
If you can find anyone who will train with you, even if they can't go hard, it will be much better.
If you're learning on your own and you are decently fit, kickboxing is a pretty decent choice.
First, striking arts are something you can practice a lot with a bag and kickboxing's method of generating force is relatively easy to see and understand.
There's also tons of training videos and books available, so it's not hard to find. Most of the punches and a lot of footwork cross over with boxing, so you can also use boxing training videos and books to supplement what you're learning. If you can get a training partner, most MMA videos or books will get you some grappling in there as well.
Kickboxing gives you both elbows and knees (and, in some cases, they also teach headbutts), which gives you some solid infighting tools that hit very hard.
And while you're training, remember that you're not necessarily training to be a professional fighter, or fight against professional fighters - the intense conditioning to harden bones is probably not going to be necessary for you - people who are not training in fighting do not handle taking full kicks to the legs or block knees very well.