Hi,
I started yoga by doing a Yoga Journal tape for beginners with Patricia Walden. It's good for starters to show you how to do the moves. Not too fast or difficult.
Then I moved up to other tapes. There are different tapes for different times. You can do yoga after a workout to really stretch. In this case, say after a run or spin class where your legs get tight, I do an easier tape that really stretches you. I like Rodney Yee's tapes and a tape called Total Yoga (at Target).
For days when I do yoga alone, or after an easier workout, I have Karen Voight's yoga tape. It'll work your muscles more. I also have Yoga Fusion tapes, which are great. They also work your muscles and include some toning. I'm not advanced yet, so sometimes I can't get through the tougher tapes when my legs are already tight.
So decide how you want to incorporate yoga- would you prefer to do it alone on a day of rest or easy exercise just to really stretch? Or after a workout to get an extra stretch? I only do yoga 1-2x's a week. Rodney Yee's tapes are just 20mins each, which fit in easily.