My son and I went to classes for a while. Here is what I learned:
Make sure the instructor has rules that are non-negotiable.
Make sure the instructor makes the belt tests as even as possible.
http://101.24fightingchickens.com/19_belts.html
Make sure the instructor has control over his assistants.
Don't mix disciplines on a day to day basis. Keep it all TKD or Karate etc.
Don't miss classes unless someone dies. "I don't feel like it" is not an excuse.
Attend every tournament that you can.
Be humble. If the people attending aren't, find a new place.
I personally like Akido or Jujitsu. Avoid, strike and learn to fight on the ground.
If they require a 6 or 12 month deposit or plan. Find a new place.
Practice at home. Yes, martial arts have homework.
Have fun.