I'd advise going to classes to make sure you are doing it right and you can address any issues you may have with an expert.
I used to do it and remember always finding it difficult to do positions where there was weight on my arms. I did a Hatha yoga class - great, nice and slow and gentle and focussed on technique. The showed me how to balance my weight better to help me get in the right position.
I'd avoid Ashtanga - it's power yoga. I'd done it before and went to a class to see what it was about and OMG, as well as being full of yoga snobs I couldn't lift my arms up for about a week after!
There is a lot of hot yoga about at the moment but, again, best to get the technique right first.