Many people can point to significant events that improved their lives in a positive way. They often refer to these as "lucky breaks", and take it for granted that such events are rare. But most of the time "lucky breaks" don't need to be uncommon-you can often reverse engineer the reasons behind them and cause them to happen more frequently. So when a one-off event ends up contributing a lot of value, you should systematically make it part of your life.
Example 1: in June the Less Wrong - Cambridge community held a mega-meetup with several people arriving from out of state. Since several of us had to stay up until 2AM+ in order to meet with people, we decided to have a game night that evening, which I held at my place. The game night was excellent-plenty of people showed up, we all had a lot of fun, and it was a great way to socialize with several people. Since it went so well, I started hosting game nights regularly, eventually converging on one game night every two weeks. This was a phenomenal move in many ways-it let me meet a lot of interesting people, deepen my connections with my friends, quickly integrate with the Less Wrong community, and just in general have a lot of fun, simply by taking one thing that worked well and making it systematic.
Example 2: a while back I was given an assignment to set up a scalable analytic architecture to allow data scientists to iterate faster-a project where I had no idea what to do or how to start. In desperation, I reached out to several people on LinkedIn who had experience with similar projects. Some of them responded, and the advice I got was incredibly valuable, easily shaving months off of my learning curve. But there is no reason for me to only do this when I am completely desperate. Thus I’ve continued to reach out to experts when I have new projects, and this has allowed me to avoid mistakes and solve new problems much more quickly. This has significantly improved my learning speed and made a qualitative difference in how I work. I no longer dismiss potential ideas simply because I have no idea how to implement them-instead, I now talk to experts and figure out roughly how difficult those ideas are, which has allowed me to solve several problems I would have dismissed as unfeasibly difficult before.
Example 3: a few years back some of my friends in the tech industry mentioned that Machine Learning was becoming a trend, so I took two weeks to learn the basics. A few months later the "Big Data" boom exploded, and I was able to get a job as a Data Scientist at a significantly higher salary doing more interesting work. Even though my Machine Learning knowledge was pretty rudimentary, I was able to get the job because demand completely exceeded supply at that point. In short, this was a lucky break that greatly advanced my career. To systematize this I simply continued to keep an eye out on big trends in technology. I've read Hacker News (which is generally half a year or more ahead of the mainstream), kept in touch with my friends on the applied side of academia (which feeds useful techniques into the industry), and just generally kept talking to a lot of people in order to keep up-to-date. This has been useful again and again, allowing me to focus my learning on the most valuable skills right as there was market demand.
In short, one of the fastest ways to improve your life is to look at things that already made a big difference before, and cause more of them to happen.
The "which martial art is best"for self-defense" is ongoing argument, to the point that people are often mindkilled by it. However, for purposes of self-confidence in dealing with other males it shouldn't/doesn't matter. I have a black belt in judo, and I can anecdotally confirm that there is a strong influence on self-confidence. But this is about perception of relative prowess, not measurement of actual prowess. You will know the level of your own martial training; you likely won't know whether other men have had more or less training, so your heuristic is still going to be mostly on the appearance of strength (maybe a little bit on fluidity of motion if you know what you're looking for). If you saw me and my teachers on the street, you would guess that I was the most dangerous -- I'm both taller than they are and visibly extremely strong. But you would be wrong; either of them could tear me apart in seconds.
I'm not so sure whether Aikido which doesn't includes competitive fighting is as good at creating confidence as something like Krav Maga which does.