I choose to stay in prime shape for as long as God allows, again in seeking a martial arts home that is serious about training and survival...
You want to stay in shape and you want to learn self defense. I suggest you find whichever martial art or RBSD system you believe will give you the self defense system you are looking for. Then I suggest you go to the gym for staying in shape. This approach will give you the best chance of achieving both, in my opinion.