This is going to sound crazy but I highly recommend Geri Halliwell's yoga DVD's. She did them with Katy Appleton (which I think someone has mentioned on here already) and the are great - perfect for beginners but they will see you right through as you advance. I think the first one is called GeriBody Yoga.

I began Yoga when I was 6. My tap dance teacher started having 10 minutes at the end of each class. I was so blessed to start so young. Three years ago I had a very bad fall on black ice and it took me 2 years to get back to my previous level of yoga. I found that a good yoga book for beginners worked instead of following a video because I could pick and choose my exercises and do them at my own pace. 

When I started, I got Yoga for Beauty with Rainbeau Mars the Dawn and Dusk ones.  I like those a lot.  More recently I started The Pursuit of Happy Hips.. I have plenty more (tonnes of workout DVDs!) but those are the ones I keep going back too.. 

When you start to get Yoga you'd be very serious with it... You must be mentally ready for Yoga...don't forget about the main goal. There are many custom papers about how to exercise.

this was very helpful. i like doing Pilates and i want to do more yoga...i just didn't know where to begin. thanks! =]

I love the ones with Ana Brett and Ravi Singh too. I do one almost every morning. :)

My first instructional DVD was Ali MacGraw's. It explains right from the beginning about how to breathe properly. That is so important. Namaste.

I started practicing yoga years ago to Kathy Smith's Yoga for Beginners. It was so incredibly hard at the time! I was always so sore the next day and couldn't seem to get the breathing right at all. However after a few months I noticed such a difference in my body and mind. Her alignment cues set me up well for my first classes and the long-held single poses really gave me the strength and stamina to begin sequencing. Needless to say although I am not a fan of any of her other work, this DVD is one I'd highly recommend.