Yoga defined

Union of the individual soul and the Supreme Soul; the discipline by which such union is affected. The Yoga system of philosophy, ascribed to Patanjali, deals with the realization of Truth through concentration of mind.  

Asthenia yoga: Path of Patanjali (eight-step path) 

Yoga, these days, to the Westerners in particular, has come to mean, "hath" yoga, which is mainly physical exercise and postures (asanas). In fact, asanas is only a single step in the eight-step path (Asthanga yoga of patanjali). Patanjali is quick to point out that asanas are to be used as a stepping-stone for the higher paths, since just working on the beauty and welfare of an impermanent object (the body) is a waste of time and effort. Asthanga yoga is sometimes referred to as Raja yoga. However, Asthanga yoga is more of a philosophy like basic research while raja yoga usually refers to specific techniques which are based on not only Asthanga yoga but also on various [minor] upanishhads.  

Brief descriptions of the different types of yoga

• Bhakti yoga is the path of devotion (to the Divine). It is pure selfless love from the heart. A bhakti yogi feels that whenever he thinks of God, God thinks more of him. A relationship between a Bhakta and God can never be described in words. 
• Karma yoga is the path of selfless service. For a karma yogi, the activities of human life are a God-given opportunity to serve Him. He does not feel that the world is an illusion, does not encounter the ego-given 'highs' of success or the 'lows' of failure. Thus a karma yogi is detached while carrying out his duties on the earth. 
• Jnana yoga is the path of knowledge. A jnana yogi wants to understand the transcendental truth. He wants to solve the mystery of birth, death and the purpose of life. Hindu scriptures describe a Jnani yogi as one who utters Neti, Neti meaning 'not this, not this' to differentiate between what is permanent and impermanent. He uses viveka (discernment) for moving on from avidya (ignorance) to vidya (knowledge). He discerns that the world as perceived by the senses is not real, but an illusion conjured up by the mind.
• Raja (Asthanga i.e. eight-step) yoga was developed by Patanjali.

The eight steps that would lead a seeker from ignorance to Truth are:

Yama: Self-control
Niyama: Strict observance of character
Asanas: Body postures
Pranayama: Breathing exercises, and control of prana
Pratyahara: Withdrawal from sense-desires
Dharana: Concentration on an object
Dhyana: Meditation on the Divine 
Samadhi: Union with the Divine

Any person who wants to seriously pursue meditation as his path should read the Patanjali's yoga sutras. Huge commentaries have been written on each of his sutra (meaning 'thread'). A list of books on this subject has been provided in the 'book section' below. Raja yoga is a science. There is no unconditional faith required. It is similar to a person who would go to the doctor for illness, and take the medicine the doctor gives with a faith that it will cure him. If he followed all the doctor's orders but still wasn't cured then it is the fault of the doctor and not that of the patient.

Brief description of Kundalini yoga

Most of the saints have agreed that the culmination of the Kundalini Shakti is essential for enlightenment. Various types of raja yogas (including siddha yoga, kriya yoga, laya yoga, sahaja yoga etc) end with the activation and culmination of the kundalini shakti at the crown chakra. They may be referred to as Kundalini yoga. Kundalini is the dormant energy, which lies at the base of spine.

Yoga, life and the search

A serious search for truth is almost always based on answering the question 'Who am I'. All other questions are mere details. One of the greatest scientists, Erwin Schrodinger, examines consciousness and tries to answer this question in his book What is life, 'Each of us has the undisputable impression that the sum total of his experience and memory forms a unit, quite distinct from that of any other person. He refers to it as 'I'. What is this 'I'? If you analyze it closely you will, I think, find that it is just a little bit more than a collection of single data, namely the canvas upon which it is collected. And you will, upon closer introspection, find that, what you really mean by 'I', is that ground-stuff upon which they are collected....'The youth that was I', you may come to speak of him in third person, indeed the protagonist of the novel you are reading is probably nearer to your heart, certainly more intensely alive and better known to you. Yet there has been no intermediate break, or death. . In no case is there a loss of personal existence to deplore ...Nor will there ever be.' The search starts and ends with you but when the search ends, you are aware of the reality of 'you'. As with ANY search, one has to be constantly aware of the three P’s: Purpose of the search, the correct Practice and procedure to follow in the search, and possible imPediments.

Purpose

Before one embarks to practice and master yoga, one should always recall the purpose of one's life. Hindu scriptures state over and over again that liberation is possible only in the human life. In that aspect, humans are superior to angels. In the holy Quran the angels are requested to bow before the humans for this reason. A similar theme can be observed when the Lord of Death, Yama, 'confesses' to Nachiketa in Katha Upanishad (read the Vedanta section in the Hinduism section) that even he has to let go of his reign (as the Lord of Death) and become a human being in order to attain Brahman. While Yoga scriptures believe in heaven and hell, they are quick to point out that these states are as impermanent as the human life and its possessions. 

The purpose of human life is to attain liberation from the eternal cycle {called samsara}. All material happiness is impermanent; all attachments to human life are impermanent. Hence liberation through true selfless love for the Divine and all beings is the only path to eternal happiness. Hence, every moment which is not spent in the service, love, and contemplation of the Divine is wasted, in my humble opinion. An obvious win-win strategy is to choose the path of spiritualism and abandon materialism!! Always remember 'For what doth it profit a man, if he gain the whole world, and suffer the loss of his own soul? Or what exchange shall a man give for his soul' [Matthew 16,26].

Practice

Having realized that the purpose of living is to achieve the state of 'living in God', a right practice has to be adhered to. The practice, which is outlined here takes years to perfect and practice at every moment of our life. The practice is usually likened to that of a calf, which tries to get up and falls, repeats the process again and again till it has enough strength to stand on its feet and becomes a cow. The key is to slowly absorb the truths, practice it sincerely, and the goal will be reached. 

Hindu Scriptures describes three finite dimensional human qualities (Gunas) in every human being, though varying in proportion.

Sattvic: purity, knowledge and joy
Rajsic: active, desire and restlessness.
Tamsic: inaction, delusion and dullness

These three gunas are the basic constituents of Prakrti (nature). However the Self (Truth) is above these gunas. With rigorous practice, devotion, and determination, we can become maintain our sattvic nature all the time. A person through the sincere, dedicated practice of yoga can transcend these gunas and become a triguNaatiita to be freed from samsara. 

Yoga is a philosophy, which has to be practiced continuously, throughout the day, week, year, and life. The ability to be calm in midst of action, the ability to have a quiet mind in midst of turmoil is the mark of a true yogi. A lotus (yogi) lives in the marsh (the material world) but is unaffected by it, but opens its beautiful petals (mind, heart and soul) to the loving grace of the Sun (God). The lotus has petals which are unaffected by water (sense desires), and marsh (evil) with its beautiful stem (good) indicating that both does co-exist in the material world but without the Sun (God), the lotus (yogi) will die. 

Since yoga is a direct link with the Divine, there is no use in pretending. Aspirants need to be sincere, dedicated and devoted to the Divine. Devotion is meaningful only if one surrenders one's ego or at least makes an attempt to surrender it. It is wrong to judge other paths, or to advocate the philosophy you follow as the only right path because all paths lead to the Divine too. It hardly matters if one loves Jesus, Allah, or Krishna, or prefers to meditate on an impersonal form like Tao or Brahman. While a Bhakti yogi wishes to retain both his individuality and the personality of God (since he considers God as a Supreme person and not as an intangible Absolute), a Jnana yogi strives to transcend all the subject-object relationship. As Ramakrishna remarks 'When I think of the Supreme Being as inactive-neither creating or preserving nor destroying-, I call him Brahman, the impersonal God. When I think of Him as active-creating, preserving, and destroying-, I call him Sakti or Maya or Prakriti, the Personal God. But the distinction between them does not mean a difference. The personal and the Impersonal are the same thing, like milk and its whiteness...It is impossible to conceive of the one without the other. The Divine Mother and Brahman are one.'