Confidence
When you're confident you can defend yourself, and don't come across as an easy target that most bullies look for. Also, if you have accomplished something a little difficult then you have confidence that you can move onto a new level, not just in martial arts but in any area of your life.
Endurance
Martial arts is a sport, you build strength and endurance.
Situational Awareness
This goes along with confidence and defense but studying martial arts requires that you always be aware of your environment.
Ability to Assess an Opponent
If you can determine that your opponent is weak in an area you can use that to your advantage in any hostile environment. This is an invaluable skill.