MuchMoreThanMuscle saidI highly recommend doing yoga on your own. My gym offers yoga classes and I tried them a couple of times. I felt like such an outsider and felt a lot of ostracizing energy in the room from most of the people. Because I am not some anorexic twink that blends in I think I put a lot of them off.
Speaking as the other elephant/800 lb gorilla in the yoga room, try grabbing a spot early at the front of the class to best view the instructor and the energy of other class members should barely register at all.
Because I'm not well versed enough in the practice to comfortably perform on my own I prefer classes because it's a strain for me to assume the positions watching a TV screen and it's nice to have an instructor check your form and other members whose form you can eyeball when you can't see the instructor. I tried a couple of basic Rodney Yee DVDs at home and found them frustrating.