Balance in life is important. This is something I teach my students. We may be learning self defence, but what I am really teaching underneath the punches, kicks, chokes and takedowns is self improvement. Strike a balance between the two and you find as time goes on instead of training purely to survive you will train to feel alive.
George St Pierre of UFC fame once said this: "There is a difference between a fighter and a martial artist. A fighter is training for a purpose: He has a fight. I'm a martial artist. I don't train for a fight. I train for myself. I'm training all the time. My goal is perfection. But I will never reach perfection."
17 years on, and despite reaching lofty achievements in 3 martial art styles, I am continually trying new things by cross training with other respected trainers, to imporve my system and learn new skills. I have to stress that before cross training, it is recommended you learn ONE system at the beginning. Spend at least 5-7 years learning it, then cross train in another art. As you accrue experience then you can become really creative.
For example, start with Tae Kwon Do as your base, become proficient then throw in some Brazilian Jiu Jitsu to the mix. Another example is you start with Muay Thai then after 5-7 years, throw in some Aikido also. By cross pollinating styles after developing your base you will make up for deficiencies in your dominant system.
In my case it was Karate I studied initially for 7 years, then I began learning Mixed Martial Arts, in combination with Kali (Both styles offered at same dojo). Karate taught me good stand up technique and kicks, but my ground game was woeful. The MMA taught me breakfalling, grappling and ground survival. Kali, well that was the icing on the cake, becoming proficient with a short stick (hand held weapons are merely extensions of the arms). You will feel awkward at first when trying a new system in conjunction with your dominant style but with dedication and hard work you will see the benefit. Always seek to improve and don't let a belt or ranking stop you from growing and venturing outside the square.