I think I've mentioned it here before, the Indonesian martial art of Silat is traditionaly practiced using a tube sarong, get the (incredibly expensive) video at http://www.coldsteel.com/vdfs.html
Silat would be very compatible with a kilt.

I did Tae Kwon Do all thru high school (early 1980's), up to brown belt, I thought it was the greatest until I checked out a Kali/JKD school, it was a rude awakening to say the least, I thank god I never got in a fight knowing just TKD, especially against someone with a boxing or wrestling background. It was fun learning the spinning kicks, I still practice them but would not try them on the street. I also dabbled in Kenpo and Aikido in the late 80's.

I currently have a black belt in Kosen Ju-Jitsu (been doing it for about 7 years) and I will probably do more Wing Chun and Kali as I get older (I'm pushing 40), and start doing Tai Chi or something once I retire.

I'm not sure I would want to be wearing a kilt if I got attacked, especially if we ended up rolling on the ground, where nearly every fight eventually ends up. Unlike Lazarus Long, I don't have a blaster strapped to my thigh under my kilt.