Judo, brazilian jiujitsu, or wrestling would be ideal places to start. All of these allow students to practice against a fully-resistant opponent without high risk of injury. Striking arts such as taekwondo rarely allow students to fight realistically, limiting their understanding of in-field use. Confidence is similarly limited because one has little experience in the actual event.
Lee
I wasn't going to stick my neck into Lee's threads on self defense but then I saw this post and . . . I just had to give a huge thumb's up to Lee's opinions and advice here. Short background: I started boxing in college and then kickboxed for a couple years. In my early 20s, however, I found the grappling arts. Back then it was pancrase and shootboxing. Then the Gracies and Machados invaded and BJJ gained a foothold that has never let up. I currently train at an Alliance BJJ school in my hometown (I'm 45 now but still roll on the mats every week and teach kids myself).
If you look at current mixed martial arts competitions there are basically three elements: striking (dominated by boxing and Muay Thai), BJJ (submission and heavily oriented to the ground), and wrestling (heavily oriented to takedowns and control on the feet). By far the most dominant fighters are those with grappling backgrounds who then learn to strike.
The point is that the grappling arts are the best foundation for self defense particularly if you can learn early -- like with kids.
My daughter Abigail is 8:
http://vimeo.com/59377588
My son Ian is 6:
http://vimeo.com/59376266
Abigail was 9-6 in her first season of wrestling against all boys, Ian was 11-4 wrestling primarily 7-8 year olds. Their first BJJ tournament (a NAGA competition for those interested) is in four weeks. We're in training for that now. What the grappling arts do so well is get the kids used to contact. Kids like mine wouldn't freak out if someone came up and grabbed them (for Lee: my daughter would get double underhooks quickly to a bodylock, use a trip if needed, put them down, mount them, turn them, and choke them out

). The point is that becoming comfortable in uncomfortable situations is something martial arts
should teach, and nothing does that better than the grappling arts. Grappling can also be used in a purely defensive mode if need be, but the offense can be ramped up too. Wrestling or BJJ? Frankly I love both and they can fit together hand-in-glove. Go with the best program in your area for either and you'll be good. Wrestling
is a martial art, some call it the American martial art.
Guys, Lee knows what he's talking about, trust me. I am a long-time student of self defense myself and his answers are spot on (not that he needed any confirmation, but I was impressed and just had to say so).