I recommend reading THE PHILOSOPHY, PSYCHOLOGY AND PRACTICE OF YOGA by Swami Chidananda. Very useful, clear and informative of what is behind yoga as mental construct/experimental knowledge. In fact I’d recommend this to anyone who starts or does yoga practices.
It states very clearly what yoga really is - a serious endeavour in the realm of spirituality, something what adresses one’s whole life (and explains that is must be seen in much greater context as it is seen by materialist science), and such it is a dangerous journey where sticking to known paths is crucial in avoiding peril. It explaines (deducts ! ) the reason behind the first two steps, yama an niyama. These are explained on large, something I did not find anywhere else. Simply put it is pure gold.
For you [I]moth[/I], I think a jnanic approach would be best (the path of intellecual analysis), what builds on reasoning, discernment and it’s uncompromising application to one’s life. This is juts a suggestion, and should be taken as one. Discernment can start on this very question. What yoga path is most suitable for me ? What is my way ?