Yoga, anyone?

I prefer a faster flow (vinyasa), but started with hatha, which is gentler, and would recommend either for a beginner. You'll definitely want a mat, not only for grip & shock absorbency, but to provide a "space" for your practice. As someone else mentioned, I'd get at least one block to start out, as well as a strap, which can help make some poses more accessible or more restorative. After 8 years, I still sometimes use my blocks/strap. A lot of places sell a beginners set which includes the mat, strap, and blocks for $20-30. The included mat won't be super high quality, but unless you're going to be rolling it out every day it should serve its purpose at the beginning. I ended up buying a higher quality mat once I knew I'd continue to practice.

Personally, I don't enjoy the pre-recorded yoga experience. I'd rather practice on my own or with an instructor present. I highly suggest seeking out a studio near you while you're beginning. These places often have special prices for first-timers that include a week of unlimited classes, so you can try out different instructors. The experience varies massively between studios/instructors, but it's SO helpful to have a physical person there who can make adjustments for you and explain things.

I love the Vinyasa class that I attend.

The thing I love most about yoga is that I can do it anywhere, and I don't even need a clock. You time everything with your breath, and because of the way your standard astanga workout is structured, it's very easy to remember a 45 minute progression. Add some stretching at the end and you've got a thorough, strenuous, full-body workout that takes nothing but a mat and a few square feet. Doesn't even make noise.

I used to run if I happened to be out of town and couldn't do my usual workout. Now I tend to do yoga instead.

As far as mats go - what are you practicing on? If it's carpet, just use carpet - the mat will make it squishier. If it's a wood floor or similar, use a thin sticky mat 1/4 inch. There are only a few reasons to get a thicker mat than that: your boney and you need extra padding (most people don't), your floors are stained concrete or tile, or you spent $90 on a manduka mat.

My mat reviews:

The cheapo mats you can buy at Target (Gaiam & Hugger Mugger mats). Don't get the thicker ones. At first they will feel better, but you really don't want a lot of give in your mat while doing yoga poses. The 1/4 inch ones are fine, have good stick, and can go in the washing machine to clean (use vinegar, not soap - also, washing mats makes them a little stickier).

There are also travel mats - for the most part, I find these useless.

The more expensive mats (Jade, Lulu, Hugger Mugger, Manduka) are personal preference. I know some people that swear by each kind. This is something to decide when you've gotten serious about yoga. I love my manduka mat, but it's too much money for someone just getting into yoga. The advantages are you can use it on carpet, wood, or concrete, and it has a good stick. Disadvantages: heavy - it's a workout to carry it to a studio and it can't go into the washing machine.

I use the cheap Hugger Mugger and Gaiam mats when I go to the studio, the manduka at home.

There's a yoga group here open to all:
http://www.myfitnesspal.com/groups/home/1484-generic-yoga-group

I bought a Groupon at the beginning of the year for 20 classes of power yoga at a nearby studio and I'm in LOVE. I had never done yoga before in my life so I imagined it would just be a bunch of bean-pole thin girls wearing fancy clothes stretching...and I could not have been more wrong. I sweat more and feel more sore after a 75 minute power yoga class than I do after my boot camp classes at the gym. The time flies by too.

I used a Target mat when I first started, although now that I plan on continuing I bought a Lululemon mat (I hate myself a little for going into the store but it really is nice not having my hands slip everywhere).