Dear Curious,
Anything you learn from books or DVDs, etc., should only be considered an introduction at best. You have to have the presence of a teacher, eyes watching you, breathing with you, cuing you in timing and emphasizing degree of force, duration etc. You won’t get that in any other way. But then again, finding an accomplished teacher is also not easy. There are many who are no more effective than a book or DVD.
If you are willing to study, then look at the history and where it comes from, VEDANTA, the art, literature, the different lineages and styles, etc., and most importantly, learn what the parts are, i.e., raja, jnana, bhakti, and karma, so you can distinguish them from one another and know just what it is you’re learning and where to focus, (namely hatha, which is but a small part of raja yoga).
Basic pranayama can be learned (with a teacher) and practiced, such as abdominal breath, or basic alternate nostril breathing, but that should be accompanied by a consistent hatha practice, mainly for the strength and mental focus you need to perform more advanced pranayama which must be accompanied by hatha. Extended pranayama without hatha is like doubling the amperage of electricity coming into your home without upgrading the wiring. Hatha is the upgrade in the wiring that would allow you to do that.
Chi Kung and yoga are in perfect harmony. I do both, although I notice my counterparts who do no yoga, don’t have the control of breath, and so, not the stamina to hold postures or stances very long. yoga will definitely improve your Chi Kung if you strongly incorporate yogic breathing.
Hatha and pranayama are most likely all you will need in this lifetime. There are many wonderful aspects of yoga to realize, but those outside of hatha and pranayama, the more philosophical, devotional, etc., involve what you think and believe, what you might find beautiful, which you may or may not be interested in. The beauty is, when you seek the science, the action, which is raja yoga (hatha and pranayama), your interest in the more esoteric things will be revealed. Further interest will come naturally from your own desire and inspiration. That’s when yoga enters your heart, and where it will most likely stay.
Best of luck. Find a teacher. Try several.
peace,
siva