I do pilates. The main thing you have to know is that pilates is only meant to be done between 10 - 30 min (max) at a time. Most classes last an hour, and you will want to die the next day after an hour of serious pilates without having a serious base. But pilates is awesome, and it is very different from yoga. Yoga, when done the traditional way and not as the "Gold's Gymenized" way, is very calming and focuses on flexibility. Pilates focuses big time on your lower back, abs, and everything in between. It is stressful, but very controlled. If your body fat is low, you will notice visible differences almost immediately. You will also experience some noticeable differences when you're moving in basic ways, as we usually find ourselves sitting down most of the day and have very little core muscle.
I suggest taking the class (if there is a good teacher) and getting a basic comprehension of pilates. The key is control - no unnecessary movements, and never ever lose control of ever movement. Also, your body, every bit of it, is supposed to be tight at all time, pressing your fingers into the floor, your heels, etc. Another thing is to constantly keep your belly button pulled into your spine, as if there were a heavy weight attached to the inside of your belly button pulling it down. This should not inhibit your breathing at all. It is pertinent in pilates, doing this at all times. So back to what I was saying, get the gist of how things are supposed to work, and once you've got the idea down, buy The Pilates Body by Brooke Siler. It uses very good visual techniques to get you in the correct position. And remember, don't overdo it.