To answer some questions about substituting jump rope for running, jump rope and running are similar, but jump rope will help with as someone said before, footwork as well as rythym. Running will definately give you stamina but don't rely on one golden workout that will accomplish all your needs. Please be careful with a bag. You can seriously hurt your wrist, fingers, etc if you don't work it right. And if you want to learn to fight, I suggest taking a martial arts class. You can find more information from your local schools about their emphasis (physical, philosophical, or otherwise), or you can find out more about the style that sounds most appealing to you online.
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Another important factor in fighting-- the most important, is to fight. You need a real live opponent who can react to you and you off him. It will teach you more about fighting than a bag can. A bag is more ideal for practicing, not learning. Hope this helps and go ahead and send me some private messages or post questions if you have them.