Seek Professional Training

When seeking out martial arts training, always find a reputable instructor in your area. Books, videos, and online forums are NOT a substitute for actual hands-on professionally guided training and development.

I've witnessed an increase in backyard martial arts clubs, usually a group of young bucks with a lot of testosterone and not enough caution, and have seen first hand the unfortunate results. Lack of safety, ignorance of proper training methods, crappy diets, over-use of weight gain and other "nutritional" supplements.. All lead to injuries, ridiculous self-confidence in worthless techniques, and time-wasting mental masturbation. None of this is suitable or realistic for someone interested in developing actual street capable protective abilities.

It doesn't do any good to ask what martial art you should train in if you only have access to a boxing gym. Boxing becomes the obvious choice. You gain firsthand experience, exercise training, and knowledgeable guidance. No matter where you go from there, you've developed a realistic base to help springboard you on to other pursuits.

Although after you have that springboard base for a while and have developed your body awareness, sometimes books and videos can become very educational since it's not just seeing what someone's doing, but it's understanding the limits and application of biomechanics within the human body. 
Something you can learn from videos and tutorials to help develop your physical control is tricking and gymnastics. It will make you much more aware of what you can and can't do, can be trained in your back yard, and is more of a freestyle sport than an attempt at martial arts to avoid certain training accidents from poor sparring and health

I would not advise learning gymnastics by watching videos and practicing in your back yard. Gymnastics injuries can be as bad or worse than self taught martial arts. And you need competent instructions and a good spotter to practice gymnastics.

Yeah, I don't know why I kept saying tricking and gymnastics when I only meant one. Tricking is much safer to learn on its own.

Hell, even tricking can be dangerous, without a spot. If you're trying to self teach a wall kong, you're gonna have a bad day.

If you have nothing around you, but boxing, it is the obvious choice, but there may be other options, like getting in on a couple practices with the local highschool wrestling team, with approval, of course. If you go in and just start grabbing young boys, you move from RLSH to RLSV.

Outside of that, I don't ever recommend those mail order instructional videos. Sure, monkey see-monkey do, but more often than not, monkey see-monkey do wrong. You might think you're throwing the punch, just like the guy in the video, but...probably not.

If you have no access to any kind of fight training, stick with simple calisthenics and plyometrics, then put up some feelers for locals who have experience in some kind of martial art. Also, you can safely find a tree and work some Sumo teppo, to build up some upper body strength and toughen you up, a bit.