Actually....holy crap?! You figure if you really wanted to you could train at some ninja place in a remote Asian village or something. I'm actually shocked now that I think about that no one on the planet has gotten the proper training then adopted a persona and fought crime (kinda like Batman, except probably less money and less technology). They could start leaving a call signal or something...it would be hardcore.
-DM
I would either go to Odin, of the Asgardians, or Zeus, of the Olympians. But since i am partial towards the Olympians cuz Herc and Zeus are my favorites i'd have to say id go to Zeus and ask for an enchantment and special godly powers like Herc and Thor (even though Thor is asgardian, im sure Zeus can grant those types of powers as well just like Odin)