The very first step in training is deciding to train. Skills are a continuum, not an either/or. All my firearm training doesn't prepare me to take on a well trained fireteam in an ambush. It might serve me in the event that some drug addict tried to rob me at the gas station.
So too the martial arts training. I'm not training to take on the world. If anything, the training has me more aware of how vulnerable we all are. I am training to shift the odds.
I recommend training in unarmed combat, in whatever style works for you, for a number of reasons. Strength, mindset, skills. I think it makes less likely you'll get into a situation where you'd need it, but sometimes you're just backed into a corner and all the other options are gone.
Here's a link from Sam Harris on the subject, it's long and while I don't necessarily agree with all of it, this is a worthwhile read. http://www.samharris.org/blog/item/the-truth-about-violence . Here's a quote:
True self-defense is based not on techniques but on principles. Yes, it is good to know how to deliver a palm strike or elbow to a person’s head with real power (technique), but it is far more important to know when to unleash with whatever tools you have for the purpose of immediate escape (principle). You must install a trigger in your mind—to act explosively once a certain line has been crossed—and you must understand that your inclination will most likely be to freeze and acquiesce, in the hope of avoiding injury or death. Mental preparation is a matter of resolving, in advance, to burst past these inhibitions and escape immediately, or fight with everything you’ve got until escape is possible.With whatever tools you have.