My friend bought me "Just My Size Yoga" for Christmas and it's amazing. It's intended for plus size women, so they take it nice and slow and even show you alternative positions you can do if you have problems with the original ones, which is a huge help.
Ditto fenderella on the Just My Size yoga; it's a bit slow, but I like that the instructor is big and understands that it's just tough to get into positions when you're carrying extra weight.
Another good one is Yoga for the Rest of Us with Peggy Cappy. She teaches yoga mostly for the elderly, but I really like her. She tells her students to use a chair for support, which is really helpful, especially during balancing poses. I also like her message that ANYONE can do yoga & benefit from it. You don't have to be 20 years old and a size 6.
Also Yoga Workout for Dummies, which is great for beginners but gets annoying fast because they go really slooowly and once you're comfortable with the positions that can get kind of old. So I'd suggest checking your local library for this one, if you can. Or Netflix it (Netflix also has Biggest Loser Yoga).
Lastly, I would recommend Gaiam's Yoga Conditioning for Weight Loss with Suzanne Deason. It's a good, solid yoga workout, and while it's not going to raise your heart rate and burn a ton of calories, so the title is a little misleading, it is a very good workout for beginners.
I really don't enjoy yoga, but I've done a lot of it because my doctor makes me, so I've tried a lot of different DVDs. These are really the best ones I can think of to introduce you to the movements without overwhelming you.
If you are just starting, I would recommend Peaceful Weight Loss Yoga. I got the book and DVD. The book explains all the moves and the DVD walks you through two different routines. This guy lost 100 pounds doing yoga and teaches it from the perspective of weight loss. I do one of these yoga routines every morning.
The only one I have done is Just My Size Yoga, but I really like it too. I am a yoga dummy, so lots of those positions are really hard to me. I like the way she breaks it down. It's sooo relaxing...