I will echo some of the advice--absolutely visit as many schools as you can. sometimes a great style can have a bad teacher, so don't sign up just because it has the Wing Chun or BJJ name on it etc.
Some people here are defending TKD, but unless you want to do sport, I would avoid it like the plague that it is.
There are probably more TKD mcdojo's than anything else, and it's not that good of a style to begin with! That is probably the one single type of school that I would not even waste my time going into. Are there TKD people who can fight--sure. But there are also ballerinas that can fight, and the comparison is more of an insult to ballerinas.
Wing Chun is a great style, also look for a baguazhang or xingyi instructor (hard to find though). When you narrow it down to a list of 10 or so, post up their websites or vids if available and I'm sure you will get some help from the great folks here at MT.
You have gotten some great advice re the knife. For god sake learn how to use it, deploy it, and retain it. You might be better off carrying a non-lethal option in addition to the knife, stun-gun/pepper spray.
G
See the bolded.
I agree with the McDojo comment. Not a rip on the art; it is a very popular art and there are a lot of commercialized schools that teach it. I would go so far as to say that the McDojo issue hit taekwondo harder than any other art.
As for 'not that good to begin with,' well "good" relative. I know a lot of people in different martial arts and very few of them are actually looking for a gritty self defense art. Most of them just want to engage in a physical activity with friendly people in an environment where you don't have to wear gym shorts. For them, taekwondo, or anything else for that matter, is fine. Taekwondo is also a good art for kids, mainly due to the layout of the majority of taekwondo schools, most of which seem to have well developed kids programs.
However, not all taekwondo is the same and not everyone's experience with it matches your own. There are a good number of people here who train at SD oriented TKD schools, though I would agree that such schools number fewer than the more mainstream schools. Just a heads up; I would avoid calling any art a plague here. It is rude and unnecessary. You can get your point across without insulting what others do.
Incidentally, you promote Wing Chun. I have seen as much or more scathing commentary about that art in some places as I do taekwondo. I don't pay it much mind; I know someone who did Wing Chun and anytime I've had questions about it, I've asked her (she also has practiced baguazhang or xingyi). Not my thing, but I wouldn't discourage anyone from it, and based on what I've seen of it, the style has a lot to offer.