I took some BJJ back in 2001-2003, but even just the first couple months I absorbed so much. I used to come home and teach my brother what I learned and then we'd roll(submission wrestling practice more or less). I'd learn a lot just doing that at home with him, all off the basics I was learning in class. Nowadays, YouTube has endless tutorials available to watch. I think if you even managed to pay for just a couple months, you'd be able to then understand a lot from the videos online and take it as far as you wanted.
The one thing you'd need is a partner willing to train with you, but you can probably advertise on craigslist/community/activities and find someone pretty easily who's interested in the same DIY type of thing. Just get a partner and practice the stuff they teach on the videos. BJJ is in my opinion the most viable, as most fights end up on the ground and that's where a lot of people have no idea how to fight. BJJ specializes in ground work, chokes and joint manipulation, etc.
It's the perfect technique for a smaller person dealing with larger attackers, leverage is everything. Strength has very little to do with it. I know most schools will let you sit in for free the first couple times, or charge a very cheap mat fee. Just get your toes wet then take to YouTube and find someone to practice with. Also I agree with
@Dumbass up there. This is probably the farthest category from where this topic should have been written up, but I'm still a fresh mod so imma wait for the others to move it. Weapons and tools perhaps? Self defense is certainly a tool.