Over time many different schools of yoga were formed many of which ended up here in the West. Some of these schools are Ashtanga, Bikram, Iyengar, Kundalini, Sivananda, Satyananda, Viniyoga. Even though different schools have different styles of teaching and lay different emphasis, they are all founded upon the same principles. These principles seek to create inner balance, bringing us closer to our true nature.
Some yoga styles put emphasis on breathing, while others look at precise alignment of the body in postures. Trying out a few different classes to find the right style and the right teacher is a good idea.