I used to love doing Bikram yoga when I lived in Michigan--- Training in the heat over the winter was a nice break and helped me acclimate for warm-weather races I would travel to in the Spring. Accepting and working through an uncomfortable situation is also a great lesson. When I used to do it, whenever I wanted to quit I would look over at other people who were obviously out of shape yet still in there, and I'd suck it up. Not to mention, how could you bring yourself to walk out of a class full of open minded and flexible women???

You might want to find a studio with an introduction to Vinyasa (or Ashtanga yoga first series introduction) and take that class. Vinyasa classes are taught in normal-temperature rooms but start off with a series of sun salutations to generate some body heat, and the introductory versions move slower than usual vinyasa classes and take time to teach you each pose. Smaller (non-Bikram) studios also generally have smaller classes and more individualized instruction.

-Marc