Jess I think you have a sound plan going there. I have both yoga and pilates DVD's but don't use them often enough to really say how they work.
I love the yoga as the one I have is hatha yoga and tends to be about stretching and breathing more than anything. The pilates is building core strength and I was surprised at how well I did it which probably comes from the regular weight/strength training I do weekly. Which must mean something is getting stronger!