I have been working out for so long without stretching that my muscles were tight and stretching them was out of my body's comfort zone. This was one reason I fell in love with hot yoga. In a heated room, you do not immediately feel the effects of stretching because the damp heat lubricates tight muscles; but in 24 hours, it might be quite a chore to move those sore muscles. I started using an msm supplement once a day to get through the first weeks of muscle soreness; a godsend because soreness can make you feel heavy and lethargic.
The usual lightweight clothing, anti-sweat athletic wear that dries quickly will do just great. For men its light tees with shorts and women can wear a tank top or sports bra with shorts or lightweight pilates memphis yoga-style pants.
Imagine, Richard Simmons working over a group of oldies looking like they just walked out of a shower and forgot to take their clothes off. I would definitely recommend wearing loose fit, sweat absorbent shorts they should provide some extra breathing room.
Sometimes I'll do one set of weight lifting followed by a minute of Yoga. Other times I'll do two sets of weight lifting (usually a duo superset) followed by 30 to 45 seconds of a yoga pose (or two).
I discovered yoga by chance in the bookstore. I stumbled upon Beryl Birch's "Power Yoga" book. I was interested because the hot yoga routine was extremely physical. I did Power Yoga for a number of years while weight lifting (sometimes I'd take a break from weight lifting).
This is especially true for those who live in very cold climates. Get there at least 10 minutes earlier than the scheduled time of the class so you'll have plenty of time to sit in the hot room. This is necessary for warming up the muscles. As you know, warm ups are very important during workout as they prepare the muscles to minimize injuries. For a quicker warm up, do a few sun salutation poses.