Pilates/yoga programme

I do pilates once or twice a week.

They are both stretching classes, but have different stretches in them.

Pilates is great for increasing core strength (my personal experience).

I think yoga is good for improving balance (which my pilates class doesn't really do much of).

I don't know what to recommend in terms of programs, as I go to the classes at my gym.

I googled "classical Pilates mat sequence" and turned up this video, among others. Not fantastic video production, but IMHO she gives enough detail for a first-timer to follow along... That can help you decide whether Pilates is what you want.
http://m.youtube.com/watch?v=AJeACgrtGqs

There are lots and lots of variants out there, so you might find something that suits you better. I can vouch for this, though; classical mat is what I fell back on after injuring my back, and it definitely helped me recover and even make core strength gains before I could start lifting again.

ETA: They say not to rely on their video, but to take a class... Agree... It looks like the video doesn't spend much time on the fundamentals, like breathing and eccentric motion. But it's sill a decent intro.

I've done both and love both. They both have very similar exercises but I would say that yoga is more about balance and also about mind/body control whereas pilates takes a less 'hippy' approach. I'd say give both a try and then find what you prefer. Pilates I find is easier to practice at home, where yoga I prefer a bit more guidance on whether I am doing something right.

Both are great, like a poster above said, Yoga tends to bring more of a "mind-body" element, where there is a lot of focus on mental clarity, breathing, etc.

If you are interested in either, I would recommend finding a studio to take a class or two. At least for me, yoga is the most beneficial when I have someone to demonstrate and correct poses.