We moved here 3 years ago, and surprisingly, there aren't any more options in The Woodlans proper now than there were then. We go to Cho's, which is on the other side of 45 on Woodlands Pkway (technically Robinson Rd). Not very convenient for you, if you live in the back of The Woodlands.
There is a school at 242 and 1488 (also not very convenient) and another one in Magnolia just west of 1488 and 2978. There is also one down Kuykendahl, just south of Augusta Pines and Hufsmith Roads. That one was started by an instructor who used to be at Cho's. That's about it, if you want taekwondo. I think there are other options for karate (I want to say there is a Karate school in the shopping center at Woodlands Pkyway and 2978 - the one that fronts 2978)