I also highly recommend martial arts. When I first started getting laid, I was off in Brazil doing kickboxing, I used to do 2 x 1.5 hour classes a day every day, and walked around at night going to clubs in bad parts of town. Unlike some of my buddies who didn't take half the risks I did, I never got mugged or attacked, because I walked around looking and feeling capable. It helped immensely with my confidence meeting new people and my comfort level entering environments I wasn't used to being in.
