What yoga class are you doing ?
I cannot recommend highly enough, my fav yoga DVD that I use all the time is John Scott Ashtanga yoga, it’s the best dvd I’ve ever bought! – Although you would need to have done an introductory Ashtanga course before attempting it. Suits me perfectly, mysore classes are just too expensive!
I recently bought a Shiva Rea (Vinyasa Flow) one from play.com & really really like it - I've only ever really done Ashtanga and this was a really nice change - there's a matrix of 20 minute workouts and you can mix and match, it’s really nice, it’s effective but has a nice relaxing element to it.
I've got a few of the Rodney Yee, Gaiam yoga dvd's but there not for me.