It's simple. In between sets of weights, I do a yoga pose (or two poses). Assuming I do 15 sets of weight lifting, I'll get about 15 minutes of yoga/stretching done over the course of my weight routine. Often that's more than enough stretching for me. Sometimes I'll do another 10 minutes post-weights.
The usual lightweight clothing, anti-sweat athletic wear that dries quickly will do just great. For men its light tees with shorts and women can wear a tank top or sports bra with shorts or lightweight pilates memphis yoga-style pants.
Speed up the time you spend working out (kill 2 birds with 1 stone). Relieve boredom - I don't like sitting on a bench between sets. Improve flexibility which is fantastic and arguably critical for any level of fitness. It's actually an excellent way to rest between weight sets.
Is it a coincidence that only a fraction of teachers give themselves permission to really enjoy a teaching career without risking burn out or facing financial uncertainties? And have you noticed that most happy yogi/nis teach less, travel the world, get paid handsomely and inspire at least 10 times more than an average pilates near me teacher?
Moves and bodily posture movements differ greatly so choosing which class is for you could prove to be a problem. Do a little research or talk to a guru in the field of hot yoga who can advise you on what is best for your needs, whether it is a health matter, slim down or just to claim peace of mind.
I bought the Power Yoga book and got to work. It was tough. In fact, I couldn't do much of it at all - both the flexibility moves nor many of the strength moves. I figured there must be something to the yoga.