Yoga with exercise?

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I recently joined this fitness center. Other than the use of their gym equipments, they also offer classes like yoga, pilates, kick-boxing, etc. i've attended their yoga class twice last week, last wednesday & friday. i enjoyed doing yoga, and my whole body felt really stretched afterwards! i thought at first that yoga won't do much to my muscles, but the next day my thighs feel tight! same pain after doing my normal gym routine (treadmill, bike, etc). so that means yoga is an ok thing! now my question is... i was planning to do some exercises before/after doing yoga. is that advisable/ok to do? or should i only do it one at a time? for example, i attend yoga alternating with normal gym exercises?