I have no experience in those disciplines myself, so I asked one of the elders at our church. This is what he says:
As you note, any response here will be "wisdom based" since such an activity is "adiaphora"—an indifferent matter in which individuals are free to act one way or another. I answer, then, merely to give friendly advice as a fellow Christian as you make your decision on participating in the martial arts with your sons. Only you know the methods of your particular martial arts class and the characteristics of your particular family, but there are general considerations you may keep in mind.
Advantages of martial arts include the things you mention: self defense (lawful under the 6th commandment), self control (Gal. 5:23), physical fitness (1 Tim. 4:8), discipline (Titus 1:8), and respect (due under the 5th commandment). Depending on how your classes are taught, you may learn history of another culture. In addition, your participation may deepen your relationship with your sons as you all undergo the rigors of the martial arts together. It may build in your sons a beneficial confidence as they proceed through the ranks. On the lighter side, your sons may be impressed by your board-breaking while you are humbled by their superior flexibility!
Certainly martial arts techniques may be misused in violation of the 6th commandment. Any good martial arts instructor will warn against their misuse and you may wish to reinforce that. If your instructor does promote ideas hostile to the scriptures, you should take that opportunity to talk to your sons and discuss scriptural correctives while discussing how to continue giving the instructor due respect. If martial arts become overly consuming it may become too central to your sons' identities; it should be directly or indirectly kept in its place as you give them religious and other instruction. Finally, you will need to assess the risk of injury just as you would any other athletic endeavor.
On a personal note, my daughter and I took Tae Kwon Do together. There were times when I had to push her, but at the brown-belt level she became self-motivated and that motivation carried her to her black belt. I believe that achievement has had a positive effect on other parts of her life, and her only enduring complaint is the smell of so many bare feet in one room!
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