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).