Agree with most of what you said here Evo.
I would add only this:
Ask yourself why it is you want to become active with martial arts. Is defense your main concern?....or is some type of activity and other form of cardio your primary goal? Or, and some may really frown upon this, is your goal to dominate your adversary in the event that you get into a brawl....in which case you must have in your the killer instinct, or the desire to adapt yourself to think this way. I got into MA for many reasons...and I admit that I had opportunities that many here(or any where) simply do not have access to. I have always had the killer instinct within me. When i say killer instinct, I don't really mean the ability to kill....I mean the ability to fight, to accept pain, to deal with blood pooling in your eye's or mouth and the raw ability to survive. For me, I wanted to be as knowledgable as i could be with the various forms I have studied and continue to study. And I commited meself to that form. You have to if you want to succeed...unless you are in it for "fun"....which is fine, also.
Just determine what you want out of it. Do not extnd yourself beyond your present capacity. I have seen folks try to train in a particualr style when they had no clue the basic fundementals of ANY given art form. I have seen some that knew, to some extent, what they were doing, but did not have the ability to take pain. Heck, you see it in the UFC, Pride fighting and in boxing in general. Guy has all kinds of talent, then gets hit and goes down fast. It's a fact of life, some can over come this...many can not.
Think. Commit. Succeed.
Every animal on this Earth has the "Killer Instinct". Its called "Fight or Flee" and its programed into everything. If you kick a dog, it will usually run, if you back it into a corner and continue to kick it, it will leap at you and rip out your throat. It will disregard any threat of pain and keep attacking until you kill it, or it kills you.
You will very rarely go into a manic killing mode when you are jumped on the street, but rather, your body will dump adrenaline into you for you to be able to run away from the attack. Mother's with children in toe are the obvious exception. Mothers have been known to be able to deadlift a car off their trapped children.
One main method of nurturing the "fight" is to spar. If you are confident in your ablity to fight off someone, then you will be less likely to look for a means to run. You will still look for a way to not to fight, but if that is hopeless, you will stand your ground. Muay Thai spars with full contact punches to the head. That is the biggest difference between MT and TKD. The first few months a TKD fighter spends at our gym, they get dominated in sparing. Embarassingly so usually. They fair alright until they get their first punch thrown at them, and then they freeze up. Its not something they are used to and dont have the experience to deal with it. After a few months of training, they are able to deal with punches and no longer freeze up.
In your Example of UFC, Pride, Boxing etc. Sure, fighters give up all the time. Its usually when they don't see a way that they can win. Perhaps their biggest skill is take downs and finishing with ground and pound, if their opponent sprawls and stays on his feet, while delivering nasty punches to them, they will start to freeze up, hesitate, and get dropped. Again, its because they didn't train properly for the fight.
If the OP had listed MT, Boxing and TKD as his options, I would of probably told him to stay with boxing. The vast majority of fights I have seen, and fights I have been in, end when someone punches the guy hard enough to drop them, and then stomps on them. Being able to deal with punches is no1 in SD. People always list statistics saying "80% of all fights go to ground, BJJ is the only way to combat this". Usually, only 1 fighter goes to the ground, and usually from getting punched there.
