I did Tae Kwon Do when I was younger. It's really good for your body and all. But remember, it's also a lot of mind work. It's not a sport to be doing for relaxation. You've gotta be focussed at all times, and you need to learn lots of combination techniques by heart.
About the fun part.... HELL YEAH it's fun! Then why am I not doing it anymore? No time... maybe I'll pick it up in the future, but right now, I just don't have the time.
* Credit for the HELL YEAH still goes to StoneCold 