Yoga is a holistic discipline; to an outsider it looks like it's part eastern philosophy, part breathing exercises, and part physical exercises with focus on flexibility rather than strength or endurance.
While the breathing exercises can be used for short term stress relief, yoga is more beneficial in the long term. Unlike massage, yoga does not directly ease muscle tension, instead it cultivates bodily awareness which you can use to find out more about yourself and pinpoint problematic areas.
The most popular form of yoga is Hatha Yoga, which focuses on purifying the body first and the mind second, and has developed the various bodily postures yoga is famous for. Of course, the are many other variants as well, almost all which have been derived from Ashtanga (or Eight-Limbed) Yoga. Taking the time to understand the underlying philosophy can help with understanding and practicing the system as a whole.
Is yoga for you? You'll have to give it a try and decide for yourself.