While any form of physical activity will help to burn calories and thus support weight loss efforts, some exercises are gentler on the body than others.
Yoga is an effective and enjoyable way to burn calories, increase muscle mass (which in turn burns more calories than fat does, even at rest) and enhance stretching, which is important for keeping joints limber and preventing injury. If yoga classes seem too intimidating you can consider renting or buying a beginners yoga DVD as well. Then, once you feel comfortable, look around for a yoga studio in your area. You are sure to feel the benefits – both physical and mental – that yoga provides.