I took a yoga course (10 lessons) and deliberate about whether going to the next course in January or do it alone.
On one hand I'm not sure if it's necessary paying money for another course, on the other hand it's certainly fun practising it together.
A mentor is also a big advantage of a course.
I'm really not sure what's the better decision.
What do you think? Are you going to a course or practise yoga for yourself?
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As for the actual class vs. dvd issue, I would also recommend you to go to yoga classes first. I think its important to have an instructor teaching you the correct asanas (especially if you end up moving onto the toughest ones, such as deeper backbends or handstands and headstands - definitely asanas that you shouldnt try on your own at first!!), Classes can help you get the most out of each new pose without straining your knees, shoulders, etc. Some teachers will even do occasional one-on-one sessions to help you design a home practice program to meet your needs. and once you've had enough practice with that, you should move on to practice yoga at home on your own, or with help of online videos or dvds.
Above all, do give yoga a try. It's the best! Im just starting to practice yoga again after a break of many months, and it really is just great stuff (even though my muscles are having a rather tough time re-adjusting to all the stretching!) Anyways, good luck and I hope this was of some help!