Modern yoga taught in studios and gyms today is far removed from its origins as a guru-disciple practice in India. Nowadays, teachers with minimal qualifications are often leading large classes with a blend of new-age spirituality and aerobics that is often hit or miss.
Having a home practice not only offers the benefit of saving money on expensive studio memberships, but is also an opportunity to go deeper into the practice and the essence of what yoga is about: self-discovery and awareness. It is easy to get distracted in a class setting where you're watching the teacher, the person next to you, all the while trying to hold a downward facing dog position.
It is best to have some foundation of yoga asana before guiding yourself with instructional videos. A qualified teacher will be able to adjust you properly and will have a sense of when you are ready to move into more challenging postures.
Thanks to YouTube and some generous teachers, there are many free resources available online to bolster your personal yoga practice. Here are a few that can help:
EASY: Traditional Beginners Hatha Yoga
Intermediate: Vinyasa flow with Lesley Fightmaster
Challenging: Primary Ashtanga Series with Shri K Pattabhi Jois
Ashtanga is the most physically challenging form of yoga, and some might argue it is also the purest form - the one that goes beyond just physical postures to effect a genuine shift in awareness over time and dedicated practice. If you have a strong foundational level of yoga, you can teach yourself the sequence of the primary and intermediate series via the Pattabhi Jois videos available online.