What do you mean by yoga? Are you just referring to physical postures? That is just a very small part of yoga. And traditionally the purpose of doing asanas is to prepare the physical body for meditation so it can sit comfortably for long periods.
Because there are many systems of yoga, and different people are drawn to different practices:
Hatha Yoga - physical asanas
Karma Yoga - the Yoga of action
Bhakti Yoga - the Yoga of devotion
Jnana Yoga - the Yoga of mental discrimination.
Then there are the more esoteric systems of Yoga - Kundalini Yoga, Kriya Yoga, Shabd Yoga to name a few. These may involve physical actions and pranayama techniques and meditation.
Raja Yoga is a very good practice which encompasses a wide range of development. Raja Yoga is also known as Ashtanga Yoga (Eight Steps of Yoga), because it is organised in eight parts:
1. Yama - Self-control
2. Niyama- Discipline
3. Asana - Physical exercises
4. Pranayama - Breath exercises
5. Pratyahara - Withdrawal of the senses from external objects
6. Dharana - Concentration
7. Dhyana - Meditation
8. Samadhi - Complete Realisation
This is a vast subject, but for me, meditation is the most important aspect of yoga.