Yoga and weightlifting are the only exercise regimens I could stick with. I eventually quit lifting because of chronic shoulder pain, but kept up with the yoga. I've been doing it for 20 years and it never gets boring, even though I've been doing the same routine for the last 2-3 years.
If you want to do it at home, I suggest the Rodney Yee DVD
s. I particularly like his "power yoga" DVDs, but they may be too much for a total novice.
As for Bikram and other hot room variants, all I can say is that I once took a "power yoga" class in a hot room. I almost barfed from the heat and stuffiness. I like to do my routines in a cool room with a ceiling fan going.