I am no expert and can only give you my personal opinion. So far what it is worth:
Yoga--Wonderful for flexibility and
stress relief. Helped me to be able to get into a lotus position. Easy to do it on your own and one of the best programs I have found is on oxygen tv called Inhale.
Pilates--wonderful for building strength especially in the muscles along the spine. This is what has enabled me to stay in lotus for longer. Also has significantly increased my bone density. But, for me it is very hard to do from a tape because it is based on quality of movements and I need someone to monitor my body position. I also have never found a tape that is "fun" to do. Also, think you need to really check out the certification of the personal trainer.
QiGong--to me works with the above and helps me to stay focused and in the Moment. Also helps to maintain health and an opportunity to go within and find that inner "Peace"
Benefits of each overlap and it is hard to say what each one does. Oh, Pilates is strength training but you probably still need to do some aereobics.
Hope this helps
