In general, forget Tae Kwon Do or most oriental-style martial arts, i.e. "karate lessons." Their usefulness in a vicious street encounter is vastly overrated, thanks to Hollywood movies and "Walker Texas Ranger." Modern "karate" is about as useful on the street as reading tea leaves. It used to not be that way, but it is now.
BJJ is certainly more realistic and practical, but still requires a certain amount of size and strength to really be effective, as well as a LOT of practice, and it's worthless against multiple opponents. If you're a smaller than average guy and have had a few weeks of BJJ, and find yourself being viciously, savagely attacked by a 6 foot, 220 lb. brute, you're going down, maybe permanently.
I don't know anything about Krav Maga. Get on Youtube and check it out. I've heard some good things about it.
In ANY martial art - karate, BJJ, Krav Maga, whatever... 90% of what you get out of it comes from you, not the art itself. It's not like you're going to learn some "martial arts techniques" that will magically enable you to juggle thugs like dice in a cup. Um, no.
But to simply augment your defensive ability, think outside of this martial arts box. A good start is a good pepper spray, and there's probably nothing better than the Fox Labs 5.3 Cone Mist. I love this video of two bouncers trying it out:
https://www.youtube.com/watch?v=2kAkHPuBM8U
Learn to use it right... don't wave it around in front of you, where it can be dodged or knocked out of your hand. And DON'T put it on your key ring!
Another BIG thing that can help is old fashioned situational awareness. Be aware of what's going on around you, and adapt accordingly.
And, of course, practice and get training with your firearm. Good luck.