Yeah, I say go for the training at the Krav place. But never forget that these guys are using bullying tactics. They're counting on threats and your fears to win the day for them. Threatening you with violence if you go to the cops, or threatening retaliation if anything happens to them is a classic way to isolate you and make you feel powerless. If you accept those terms and fail to act because they might do bad things to you in the future, you're making a habit of losing. You're allowing them to dictate the terms of the "fight," and you're playing by their rules. They already have numbers on you. There's no reason on Earth that you should let them dictate the rest of the playing field on top of it.
If it was me, and I were in your place, I'd start like this:
- File a police report. Get something on record that shows that these guys have started the problem. Use your medical bills as proof that they've assaulted you before.
- Take them to small claims court and sue them for recovery of your medical expenses. If your court system does restraining orders, get one.
- Tell your lawyer that you've begun training because you're afraid of what these guys might do to you. In the eyes of the law, swallow your pride and play the victim.
- The reason for the above is to set a legal paper trail that shows you're trying to resolve things peacefully and legally, and to show that they are the problem - not you. Show that you're going to considerable effort and expense to handle things the right way, and that you've got no intention of pursuing these guys outside the law. If that doesn't work...
- Wait for them to come in the bar and run the Visine game on them. Get yourself a nice little piece of pipe or just use a full beer bottle. Ambush the stupid bastard in the bathroom and leave him bleeding on the floor. Maybe crack a few of his teeth out on the rim of the pisser. For all he (or anyone else knows), he passed out from being too drunk. He'll know the difference, of course, but with all the peaceful and legal measures you've taken, he still looks like the bad guy and you still look like the victim.
I may be the worst person here to ask about stuff like this, though. I have very little patience for bullies, and I have to admit, my very first impulse is to step up and take the Pepsi challenge when one of them gets too bold. The meanest fights I've ever been in have been bullies. Looking back, I wish I'd been a little more mature, but I don't feel guilty in the least for hurting these folks. One of them, for the purposes of background, was a repeat offender that used to wander in my school from time to time and try to hurt the beginners. While demonstrating a technique to the class, I used him as a partner and he decided to take advantage and try to hurt me. I broke his neck. He recovered, but he still goes to therapy and he quit martial arts and became a massage therapist. He called a few times after that incident to "reminisce" and told me he "forgave me." In all honesty, it didn't phase me much, and I never remembered asking forgiveness. He was a guy I tried to help on several occasions, offering him free classes and personal one-on-one training in an attempt to get him to change his ways. He just never let go of the bully attitude, and every time he came in my place, he'd try to rough someone up. When he did it with me, I got tired of being the nice guy and I hurt him back. He made the bed, as they say, and I don't feel bad for making him lie in it.
The purpose of that story is two-fold. One, it's to make you aware that I may not be the most morally grounded guy in the world when it comes to bullies. I hate the attitude, and I rarely let it go unaddressed or unpunished. I'll try to do things another way if possible, but I am not the least bit opposed to dishing out my own justice if it seems like the only way to make the behavior stop. Take my advice in the proper context, and recognize that my opinions are just that - my opinions. Second, it is to illustrate that you can't fight back against a bully at all if you're willing to be intimidated by their threats. If you let them dictate whether or not you call the cops or whether or not the security people can throw them out, you're agreeing to every bad thing they want to do to you. You're allowing yourself to be ruled by intimidation and fear. Sometimes it's best to stand up, take your lumps, and make them hurt so badly in the process that they realize it's just easier to pick on somebody else. My personal view on this type of person is that you should escalate the level of violence radically and without warning next time you feel threatened. If they start with the veiled threats, don't talk, don't negotiate, and don't posture. Break their fucking teeth out with a hammer right then and there, and do it well before they're ready to deal with you. While they're thinking "talk smack," you're already on "reconstructive dentistry."
Just my knuckle-dragger point of view.