I've tried both, although I'm not the yoga or pilates "type" so my advice probably isn't as helpful.
Yoga... I was forced to do in high school... definitely not my thing, with all the new-agey touchy-feely stuff. It was a nice way to work on flexibility but I find myself distracted by trying not to laugh most of the time. :P
Pilates seems to be based on some shakey science, but I told myself to let it slide and I definitely got a good core workout from it. I might do it again if it were cheap and convenient.

I tried to do it at home, not in a class setting, but wasn't motivated enough to stick with it.