I too really liked Pilates, but if you are in sessions using a Reformer, it can get expensive. I like Pilates DVDs (which I also have) but I find there are so many components to Pilates that are much better served by individual or small sessions with an instructor to remind you of positioning etc.

You might consider a new set of DVDs by Graeme Street (CycloCore and CycloZen) designed for cyclists to strengthen their core and back, as well as increasing flexibility in hamstrings, hips etc. I found his Power Yoga routines to be quite good. Mostly 30 min of routines also that make it efficient for you. I found out about him on Georgena Terry's blog on her site.

Any form of power-based yoga (I have Rodney Yee also, like him too) will help not only with strengthening the core which is critical to your bike work, but also stretching/flexibility and learning how to "endure" through good breathing techniques. We've all been in a position of trying to get through a tough stretch on our bike...I found Street's DVDs have some good focus on that.

Something else to consider....esp in the winter months....