The word Yoga originates from the Sanskrit, Yuj, which means ''To Yoke or Join'.

In its broadest sense Yoga is the Science of Union or Oneness of the body, mind, and Soul with the Spirit.
In the west we are often misled to understand Yoga as consisting almost exclusively of physical exercises and postures.
Well, this is one aspect of the yoga science but a relatively small part and not even the most important.

Yoga is that scientific method of transmuting the limitations of our ego-centred nature into the omnipresence of God Consciousness.
Yoga, then, is the Science of Oneness. Yoga, like materialistic science, has various branches of specialization.

Among the main branches of Yoga we have:

Karma Yoga: The Yoga of Self-less Service.
Bhakti Yoga: The Yoga of devotion and Love
Raja Yoga: The Yoga of mental discipline
and Jnana Yoga: The Yoga of Wisdom

To complicate matters a little, there are many more branches of Yoga and these, in turn, are further divided into various systems, styles and practices. Of course, there is some interchange between the various Yoga branches, which is to be expected for, like the tree whose various branches are united by a singular trunk, so too, are the various branches of Yoga fed by the same sap of immortal truth yet expressed differently so as to suit the different karmic qualifications of the Yogi.

Yoga is the Greatest Science because it teaches us the How and Why of Existence.
Yoga is religion in practice, and yet, it is more than a religion.
Yoga teaches man the essential truths of life and yet it is more than a materialistic science.

Yoga is a complete science of physical, mental, psychic and spiritual development.

It teaches one to be at Peace with oneself, and even more than this, how to be at Peace with our Creator.
It teaches us that life, itself, is the greatest teacher, in fact, the only real teacher.
It gives us the principles to live our lives fruitfully and in accordance with the highest virtues and laws of nature.

The ancient Indian sage Patajali laid down a basic framework for a well-rounded approach to Yoga in his Sutras which is considered a classic work of Hindu Philosophy. The Yoga system of Patanjali is known as the Eightfold Path.

The first steps are:

1) Yama - Moral Conduct

2) Niyama - Religious Observances

3) Asana - Right Posture

4) Pranayama - Control of the Life Force

5) Pratyahara - Withdrawal of the senses from external objects and distractions

6) Dharana - Concentration

7) Dhyana - Contemplation

8) Samadhi - Meditation

This Eight-fold Path leads the yogi to the final goal of Self-Realization, in which the Yogi realizes the Truth beyond all intellectual apprehension.

For more information regarding Yoga and its Practice I would recommend reading:

The Nine Freedoms by Dr George King
Autobiography of a Yogi by Paramahansa Yogananda
The Yoga Sutra of Patanjali
The Bhagavad Gita by Paramahansa Yogananda
Why on Earth by the White Eagle Publishing Trust
Man's Eternal Quest by Paramahansa Yogananda

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