I'm looking into taking up a combat sport... how do I know which one is right for me?

I haven't met a capoeira guy yet who can really fight. I've seen a couple on youtube but they also practice other arts in combination. Wushu isn't the same thing as kung fu. I practice a style of kung fu, among a couple other arts, and wushu is nothing like it in regards to practicality. Chinese Wushu is a sport. It entails a lot of acrobatics but little usable fighting technique. Don't confuse the two. If you are looking for sport though (real martial arts are not sports, They are about building real survival skill, and real martial artists exhibit that), mostly any school will work. Furthermore, telling you to take up an art is not synonymous with pointing you toward an instructor who will help you reach your goals. Martial arts have their own merit but instructors vary greatly in their actual worth. Many of them are quacks just out to get your money, but its hard to tell until someone attacks you and you realize you have been wasting time and money at some class. They will most likely build your confidence and make you "feel" safer on the road, but that doesn't mean you will actually be much good at defending yourself. I bet a lot of people will refute me on this, but that's kind of because they are some of these people who haven't been tested. I know a lot of confident guys and girls who are not much good at defending themselves in street-like situations. Don't become one of them. Choose a good instructor as well as an art. Every other goal you listed can be achieved at almost any school though, those just come with general training.