You're getting great advice from Starsky and others here.
I don't think it's wrong to gather evidence of an affair. Gather it, store it someplace safely. Do not, piecemeal, dole it out to her. It will make you look desperate and petty. It will only make her lie and go underground with the affair. If/when you decide to give her an ultimatum (not just yet), THAT's when you might think about revealing what you know. Not until then.
I would think that Martial Arts are a stress release and would help you build character, etc. perhaps 1-2 times a week MAX for physical fitness and to help you zen-out. If it's a stressor and making you nervous and affecting your work, it's not so good. The old karate master once said the heart of a kareteka is open and transparent, it bears no one malice, but beware, it is also the heart of a tiger. I envision that for you.
If you want to save your marriage, keep taking the advice these guys are giving you. On the other hand, for a humorous, but grim approach to saving a marriage when your spouse is cheating check out the website Chump Lady. Chump Lady isn't very optimistic about saving a marriage when someone cheats. However, she does encourage you to keep your dignity, protect your assets, get legal advice and lay down healthy boundaries. She cautions against playing the "pick me" game and begging, etc. She simply says "You are not an option, you are her spouse, she needs to make a choice -- sooner than later." I think Starsky and others will counsel more patience with a strong boundary. Chump Lady is, in my opinion, too abrupt -- but she's piss in your pants funny.
