I practiced Tae Kwon Do at Blue Dragons Tae Kwon Do Academy for four years. The instructors are disciplined, knowledgeable, and perfectionists - and they don't expect anything less from their students. The instructors knew how to teach martial arts well, and also tried innovative techniques. The community at this academy was very strong. Everyone (students and instructors alike) knew each other on a first name basis and we would help each other if needed.
Tae Kwon Do classes are generally expensive, relative to a health club membership. However, Tae Kwon Do is not only a work-out for the body, but it disciplines the mind.