Kick-boxing is somewhat generic as there are several styles of kick boxing that get wrapped into that term. Typically though you will be learning Japanese or American style kick-boxing.
From my understanding Muay Thai differs in the scoring somewhat and traditionally the fighting stance is a little different. The Muay Thai guys at my gym tell me that true Muay Thai does not utilize boxing as much as the Japanese type. Apparently the Japanese stance is more conducive to using boxing techniques. I also remember a guy telling me some places are actually teaching you Japanese kickboxing even though they call it Muay Thai.
If you are wanting to pick kick-boxing vs Muay Thai though, I would make the decision based on what the best school in your area offers.
Now all that said, I'm going to say Krav Maga would be best for you given your stated goals: "defend myself and stay fit".
Kick-boxing is more sport oriented and is built around rules. Krav Maga is not. Krav Maga is straight up dirty fighting that pulls techniques from all kinds of stuff and only has one purpose, self defense. I've watched several sessions at my gym before my class (I do BJJ) and it seems half the techniques incorporate some type of groin kick or eye gauge.
Also, remember most situations in real life are not going to be fair. You may be outnumbered, the other guy may have a weapon, you may be in a tight space where you can't keep the guy in the ideal range for kickboxing, you may be attacked while sitting down. Krav Maga will prepare you for all these situations.
Krav Maga was developed by the Isreali Defense Forces and you will notice it is all about practicality. Your goal is to disable someone as quickly as possible, stay on your feet, and keep moving until you are out of danger.
So for self-defense, I don't think much compares to Krav Maga as far as real world practicality (although BJJ can be very practical too). If you are looking for something more sport oriented, then kick-boxing is a great choice.
And because I practice Brazilian Jiu-jitsu I, of course, will tell you to consider BJJ as well. I believe it is still outstanding for self-defense and is very sport oriented as well. In the real world, I'm just not going to want to be on the ground as much as I would when focusing on the sport element of it.
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