I've been going to the Fusion Combat in Denver, Colorado for Krav Maga training for a few months now, and it's really worth its weight in gold. They've got a wide variety of classes ranging from their standard (though nothing about this place is really just "standard") self-defense classes to cardio, Muay Thai, & kickboxing, and even Jiu Jitsu & grappling (with a Krav Maga emphasis). The instructors are all very knowledgeable and seem to love what they do. They emphasize smart, safe training while still pushing you to be your best. So, I recently started picking up an additional class for ground concepts (Jiu Jitsu). So if you're looking for a really good workout while learning practical self-defense, this is the place for you.