Capoeira is the second most famous sport in Brazil (the first one is football of course). It is an excellent exercise for body and mind and would enrich your dive into Brazilian culture.
Capoeira is a mixture of martial art and dance, which was developed by African slaves as a mean for their fight for liberty. Nowadays is practiced all over the world but still maintain the traditional form, rituals and music. Music is what differs capoeira from other martial arts – the practice is always accompanied by traditional music and songs in Portuguese. One more opportunity to practice vocabulary and pronunciation.