One of the great things about yoga is how the effects tend to stay with you once you've practiced it for a while, and how quickly the effects can yield benefits. For instance, if you find yourself stressed you can do just a few moments of yoga breathing with your eyes closed, and the relaxation that you experienced in your class will come back to you. It becomes a way of life to live like that. It can be transcendent.
Of course, the physical benefits add to the mental benefits. You learn how to focus and connect with your body, as well as build strength and improve posture.
To get started I recommend a basic class. Hatha yoga is typically the most basic and popular type. Let the instructor know if it's your first time so he or she can keep an extra eye on you. Yoga can be demanding physically so you want to put yourself in good hands with an instructor who can keep an eye on you. And if there's a pose you can't do, don't worry about it. Even if you do just part of the pose it's okay, but it's okay to modify it any way you can, and ask the instructor for help too. Yoga is about no judgments, so you should not feel self-conscious if you're not "perfect" at it. Like any activity, it takes some practice, but once you get going, you'll enjoy it. Also, many beginner classes repeat the same poses at each session, so if you attend consistently, you'll get the hang of it quickly. You can look for yoga studios here
http://www.yogafinder.com/ If you decide to do it at home, www.collagevideo.com has a good assortment of yoga DVD's. The DVD's are organized by activity, and with yoga it's by level (beginner, intermediate, etc.), so you'll find them easily. And you can call Collage for advice on the most popular DVD's since they are very helpful on the phone. If you've never done yoga before I recommend that you take some classes first to learn the poses, and then you'll be able to do it at home on your own (which is very nice to do). Many studios have their own set of DVD's or CD's. Personally, I like yoga DVD's or CD's without having to look at the TV to do it. It's distracting to have to keep looking at it, and so that's why I suggest getting your feet wet at a studio, learn the poses, and then you can do it at home, either to a CD without video, or a DVD but not looking at the video, just listening to the instructors voice. Yoga works best when you stay inwardly focused and centered, tuning in only to your body, so that's why a video can be distracting.
I wrote an article on yoga that you can find here
http://www.medicinenet.com/yoga/article.htm#intro Yoga is a great way to round out a workout schedule. It helps your head and your body, and it's worth a shot. Enjoy it!