Been doing hatha yoga for nearly two years now and it's fantastic. It has helped my strength, especially the core muscles, improved my posture a bit, and improved the flexibility of my body. In the second year I started to experience a gentle rush of inner energy. The first time it happened I was in a challenging position when boom this wave of great feeling surged up through my body. It was amazing. It happened often now.
I don't like the hot room idea - the yoga I do is basically a mat, sometimes a wooden brick or a strap or a small curved wooden bench. It sounds like something out of a porn dungeon but man, those exercises stretch muscles I didn't know I had.
I totally recommend hatha yoga.
PS there's a whole sub-culture of naked yoga which might suit some of you gaybos.