L.T.
Great idea....both mediums are awesome. Pilates concentrates on core muscle groupings and it is better than strength training with weights. Stott Pilates, with a machine, is even better than that but as someone else said, the movements need to be precise to get the effect.
Yoga is all about balancing, relaxing, the quieting of the mind. It is a good practice to have as life gets stressful. I teach Svaroopa Yoga in Worcester which is on blankets and incorporates specific poses with props to release muscle tension along the spine. If you want to read about this not well known but hugely effective yoga for unflexible klutzes like me, go to www.masteryoga.com for more info. I am not listed there as an instructor yet since I only teach the beginner classes at my studio www.yogaatthesprinklerfactory.com but I have an awesome master teacher and other beginners like myself who help people feel better.
I wish I could recommend a gym for you to try Pilates. Don't know where you are situated....if you are near a Boston Sports Club they usually have the class and will often give you a 3 day or one week pass to try the facility. You could try all the yoga and pilates they have to offer to give you an idea of what suits you.
Good luck.
L.