I prefer to borrow DVDs from the library first
it's free!
As far as yoga...I started doing Pilates a couple months ago, then followed up with Yoga. If you can, try and find a good class - with an instructor who can assist you in doing the movements correctly. I was fortunate enough to find a class just 2 blocks away from my house - it's a very small group (maybe 5 people at MOST) and the instructor is certified in both Yoga and Pilates. I've found that since I've started, I've become much more flexible and my horseback riding has improved