The Guadalupe and McClintock intersection is my favorite area in Valley. It has Trader Joe's, Changing Hands Bookstore, and Bikram Yoga. I've been going to Bikram on and off for years. In 2009 they went through some renovations and now have an amazing heating system. The instructors are great and the fellow yogis seem really nice.
The weekend 3pm classes are pretty busy so I try to avoid going during those times. I love the night classes during the week though and always feel amazing after a class. If you're looking for a place to do yoga you don't need to look any further than Bikram.