Personally, I would (and have) sign up for a self defense seminar but wouldn't necessarily sign up for an ongoing martial arts self defense course (ie - I'd go once or twice for a seminar but not on a continuous weekly basis). I actually think it would be interesting to market it to athletic women - "Do you know how to protect yourself if someone attacks you while you're out running" type thing - and could do well if marketed to area running clubs, tri clubs, etc as then you may have groups of women who know one another from training opt to go together. I wonder if you could also market it to local high school cross country teams as I would imagine that many of those girls go out for long runs by themselves from time to time. I would imagine that parents might be more than happy to pay for a teens type class.
It's definitely interesting since I would imagine the techniques might be different from the standard "you're walking alone at night when attacked" classes as the idea of digging your high heel into the soft part of their foot doesn't necessarily work if you're wearing running shoes.
And the social community aspect of me will throw this out - you may want to consider the idea of giving a portion of the revenue from the classes to a local battered womens foundation or the like. Certainly not all but many women like to know that the money they spend will help their community in addition to helping themselves so it may help attract even more participants.