Have you tried boxing/kick-boxing? Great cardio, improves flexibility, does wonders for confidence, and you get to learn how to defend yourself in worst case scenarios. Plus, if you take a few classes, it's a good way to meet some new people. I'm not exactly a martial artist, but it's really satisfying to learn a few simple punches and kicks, and to just unload on a punching bag. Stress relief to the max.
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