I do yoga regularly and find it very beneficial for balancing the effects of multisport training.
I would second what others have said and advise finding a small class in a yoga studio. Once you have a good handle on what your "bad habits" and tendencies are then a DVD is fine. But it's always best to start out with an instructor in a small class setting.
I would also suggest either Iyengar (if flexibility is an issue) or Ashtanga style ( if you are looking for more core work and power).
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