Born to Fly, I'm 5'7 a little over 200lbs and I practice yoga. I've never been to a live class but I do home videos. I've looked into live classes and they run about $10-15 an hour at the studio near me. DVD's are about $15 and I can use them whenever I want.
If you have a good instructor they should be able to show you how to modify the poses to work for you. I have very tight hamstrings and must do the poses differently than 'others'; I can't bend over without bending me knees because of the pull from my hamstrings, Yoga in supposed to be non-competitive and all about you and your body!
There are different types of yoga, I prefer power yoga with poses linked together in a 'flow', this method builds strength, endurance, and flexiblity. Other types stretch and relax, while some types have a spiritual side with breathing, poses, and meditation. {never got into this type, I'd get bored and want to get on with the workout!}
iTunes has free classes for download at their site, some are audio only but have printable pose guides.
www.yogadownload.com has a yoga for beginner's program that is about 20 min long. Also books or videos from the library might help you, this is how i started. HTH