I've done yoga on and off for quite a few years now. The yoga studio near me that I go to regularly on and off (they have a package deal where you buy several classes at a discount...I'm between packages right now ) does what is called "Power Yoga". they keep the room warm (though not as hot as in hot or bikram yoga), and it's a pretty intense and yet surprisingly relaxing work out. I always feel great when I leave. And the next day or so my muscles tell me they've been working hard, especially my arms and my abs.

I agree that you should go to a studio first. And there are several reasons for this. For one, you will not be doing the postures correctly. You can watch the person on the video all you want, but you can't see yourself. You need an instructor to help you learn the positions. And also, when you start out (as others have pointed out) you will not be as flexible as the person on the video is. A yoga instructor can help you modify the poses until you can do them correctly.

My yoga studio has an introductory thing where you buy 3 lessons for $20 so you try them out and see if you like it. I'd say if you're interested in yoga, call a studio and see what they offer. There are many different kinds, and many different teachers. You might have to look around and figure out what you like in your area.