It seems that I'm pretty much the main yoga proponent on this board but I must stay that yoga has helped my life quite a bit. Not only does yoga help you increase flexibility, it builds muscle endurance while you improve your breathing, and helps you to relax and think in a calm environment. It's helped me recently in fact, I was involved in a car accident and due to wearing my seatbelt, coupled with my well developed neck muscles, I escaped only a little shaken up.
You should be able to find how-to stuff pretty much anywhere, even a quick google search will find you some basics. I personally do my yoga at home. I find classes overated, if only due to the cost. And lastly, take your time. Don't expect to be folding yourself in half right away. Don't force anything and cause yourself damage.